+36.2%
LIN vs TT
+89.7%
-53.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.5% |
| 7D | +0.2% | -2.0% | +2.2% | +0.5% |
| 30D | +6.5% | -14.0% | +20.5% | +8.9% |
| 3M | +5.5% | -15.9% | +21.3% | +8.2% |
| 6M | +3.3% | -17.3% | +20.7% | +6.1% |
| YTD | +22.0% | +4.0% | +18.1% | +19.5% |
| 1Y | +25.7% | -7.1% | +32.9% | +26.1% |
| 3Y | +36.2% | +90.2% | -54.0% | +9.1% |
| All | +36.2% | +89.7% | -53.5% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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