+37.8%
LIN vs TLN
+496.7%
-458.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | -0.6% |
| 7D | +3.6% | -9.4% | +12.9% | +3.7% |
| 30D | +6.4% | -15.2% | +21.6% | +6.6% |
| 3M | +6.5% | -4.1% | +10.6% | +6.4% |
| 6M | +4.9% | -17.8% | +22.7% | +5.0% |
| YTD | +23.4% | -15.6% | +39.1% | +23.4% |
| 1Y | +26.3% | -21.6% | +47.9% | +26.6% |
| All | +37.8% | +496.7% | -458.8% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling