-17.4%
TLN vs EXR
+14.7%
-32.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.6% | +7.7% | +6.8% |
| 7D | -1.3% | +5.2% | -6.5% | +0.7% |
| 30D | -10.5% | +20.9% | -31.4% | -4.8% |
| 3M | +0.1% | +7.7% | -7.6% | +1.8% |
| 6M | -17.4% | +13.2% | -30.6% | -18.7% |
| All | -17.4% | +14.7% | -32.1% | -18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling