+676.7%
TLN vs EXR
+28.3%
+648.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.5% |
| 7D | +1.1% | +1.7% | -0.6% | +0.9% |
| 30D | -4.6% | +18.0% | -22.6% | -6.2% |
| 3M | +5.2% | +9.7% | -4.4% | +4.3% |
| 6M | -6.5% | +13.4% | -20.0% | -8.1% |
| YTD | -3.6% | +26.3% | -29.9% | -6.3% |
| 1Y | -8.2% | +27.6% | -35.8% | -10.9% |
| 3Y | +559.7% | +52.2% | +507.5% | +539.7% |
| All | +676.7% | +28.3% | +648.4% | +665.1% |
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