+215.7%
LIN vs TW
+287.8%
-72.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +0.1% | +3.4% | -3.3% | -0.7% |
| 30D | +7.6% | +15.5% | -7.9% | +3.7% |
| 3M | +6.5% | +25.1% | -18.6% | +0.5% |
| 6M | +6.2% | +18.2% | -12.0% | +1.2% |
| YTD | +23.2% | +19.7% | +3.5% | +16.2% |
| 1Y | +25.4% | +18.1% | +7.3% | +18.7% |
| 3Y | +38.3% | +40.5% | -2.2% | +21.7% |
| 5Y | +64.4% | +37.1% | +27.3% | +42.4% |
| All | +215.7% | +287.8% | -72.1% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling