+628.3%
TLN vs EXR
+28.5%
+599.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.6% | +7.7% | +7.1% |
| 7D | -1.3% | +5.2% | -6.5% | -1.8% |
| 30D | -10.5% | +20.9% | -31.4% | -12.2% |
| 3M | +0.1% | +7.7% | -7.6% | -0.7% |
| 6M | -17.4% | +13.2% | -30.6% | -18.7% |
| YTD | -9.7% | +26.5% | -36.1% | -12.2% |
| 1Y | -12.3% | +27.2% | -39.5% | -14.8% |
| 3Y | +528.3% | +71.5% | +456.7% | +506.1% |
| All | +628.3% | +28.5% | +599.8% | +617.2% |
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