-3.4%
LIN vs TRV
+20.3%
-23.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.7% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -2.4% | -3.4% | +1.0% | -1.8% |
| 3M | -5.6% | +26.4% | -32.0% | -11.3% |
| 6M | -3.4% | +19.3% | -22.7% | -6.9% |
| All | -3.4% | +20.3% | -23.7% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 6mo: compounded portfolio wealth divided by compounded TRV 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…
6mo analysis · Full analysis span regression · 6 months rolling