+714.4%
TLN vs EXR
+28.5%
+685.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.8% |
| 7D | +15.9% | -1.1% | +17.0% | +16.0% |
| 30D | -0.3% | +18.8% | -19.0% | -2.0% |
| 3M | +5.8% | +9.9% | -4.1% | +4.8% |
| 6M | -1.2% | +12.6% | -13.9% | -2.7% |
| YTD | +1.0% | +26.5% | -25.5% | -1.8% |
| 1Y | +1.1% | +24.5% | -23.4% | -1.6% |
| 3Y | +591.7% | +52.4% | +539.3% | +570.7% |
| All | +714.4% | +28.5% | +685.9% | +702.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling