In XLS files interactivity is not supported. In XLSX files you can have clickable links opening content in the machine's default browser. Note that the HtmlTextBox content is rendered without any formatting in Excel - Design Considerations for Excel Rendering
Using a NavigateToUrlAction on a TextBox item works as expected, test with Telerik Reporting Q1 2016 SP1.
To generate an XLSX file, in the start project you need to have references to Telerik.Reporting.OpenXmlRendering.dll and Open XML SDK 2.0 for Microsoft Office(DocumentFormat.OpenXml.dll v.2.0.5022.0 or above with proper binding redirect).
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