Before revision:  In all cases, a linear fit can be obtained for the risk and excess return profiles , both for long and shorter periods. For longer periods, the linear fits have a positive slope, with Tsallis relative entropy giving the best goodness of fit. For shorter periods, the risk-return profiles from Tsallis relative entropy show a more consistent behavior in terms of  goodness of fit  than the other three risk measures 
After revision:  In all cases, a linear fit can be obtained for the risk-excess return profiles of all four risk measures. However, in all cases, the profiles from Tsallis relative entropy show a more consistent behavior in terms of goodness of fit than the other three risk measures