0.0%
LIN vs TNA
+59.1%
-59.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.9% |
| 7D | -3.5% | +4.1% | -7.5% | -3.6% |
| 30D | -4.1% | -7.6% | +3.5% | -3.9% |
| 3M | -6.4% | +8.1% | -14.5% | -6.7% |
| 6M | -2.4% | +49.0% | -51.4% | -3.6% |
| YTD | +10.9% | +51.7% | -40.8% | +9.2% |
| 1Y | 0.0% | +59.6% | -59.6% | -2.6% |
| All | 0.0% | +59.1% | -59.1% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling