+36.2%
LIN vs TW
+39.9%
-3.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | +0.2% | +4.2% | -4.0% | -0.3% |
| 30D | +6.5% | +18.9% | -12.5% | +4.3% |
| 3M | +5.5% | +23.8% | -18.3% | +2.8% |
| 6M | +3.3% | +17.0% | -13.7% | +1.2% |
| YTD | +22.0% | +19.2% | +2.8% | +18.9% |
| 1Y | +25.7% | +20.1% | +5.6% | +22.3% |
| 3Y | +36.2% | +40.5% | -4.3% | +31.2% |
| All | +36.2% | +39.9% | -3.7% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling