+203.8%
LIN vs TXG
+14.9%
+188.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | +0.3% | -8.1% | +8.4% | +0.9% |
| 30D | +8.0% | -17.5% | +25.5% | +9.2% |
| 3M | +7.7% | +6.1% | +1.6% | +5.9% |
| 6M | +5.1% | +202.7% | -197.6% | -6.8% |
| YTD | +24.7% | +280.4% | -255.7% | +7.2% |
| 1Y | +25.1% | +274.0% | -248.9% | +7.4% |
| 3Y | +36.8% | +74.9% | -38.0% | +21.6% |
| 5Y | +67.9% | -63.0% | +130.9% | +67.9% |
| All | +203.8% | +14.9% | +188.9% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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