+189.7%
LIN vs TW
+221.1%
-31.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -2.1% | -2.3% | +0.2% | -1.6% |
| 30D | -2.4% | +3.9% | -6.4% | -3.4% |
| 3M | -5.6% | +5.7% | -11.3% | -7.4% |
| 6M | -3.4% | -14.5% | +11.1% | 0.0% |
| YTD | +13.1% | -0.9% | +14.0% | +12.0% |
| 1Y | +2.5% | -13.5% | +16.0% | +5.3% |
| 3Y | +27.6% | +25.0% | +2.6% | +15.3% |
| 5Y | +63.0% | +22.7% | +40.3% | +44.9% |
| All | +189.7% | +221.1% | -31.4% | +111.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling