+680.9%
TLN vs EXR
+29.3%
+651.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.6% | +6.6% | +7.2% |
| 7D | +9.1% | +2.7% | +6.4% | +8.8% |
| 30D | -4.1% | +18.9% | -23.0% | -5.8% |
| 3M | +4.4% | +8.4% | -3.9% | +3.6% |
| 6M | -6.0% | +14.3% | -20.3% | -7.6% |
| YTD | -3.1% | +27.2% | -30.4% | -5.9% |
| 1Y | -6.1% | +25.9% | -32.0% | -8.7% |
| 3Y | +575.3% | +54.6% | +520.7% | +554.2% |
| All | +680.9% | +29.3% | +651.7% | +668.7% |
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