+581.7%
TLN vs EXR
+11.1%
+570.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +3.9% |
| 7D | +7.1% | -2.6% | +9.6% | +7.3% |
| 30D | -3.9% | -7.2% | +3.3% | -3.1% |
| 3M | -16.2% | -3.5% | -12.7% | -16.1% |
| 6M | -5.8% | -5.3% | -0.5% | -5.7% |
| YTD | -15.4% | +9.4% | -24.8% | -16.5% |
| 1Y | -16.7% | +1.3% | -18.0% | -17.2% |
| 3Y | +473.8% | +22.4% | +451.3% | +470.0% |
| All | +581.7% | +11.1% | +570.6% | +581.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling