+203.5%
LIN vs TXG
+7.8%
+195.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | +2.1% | -1.8% | +3.9% | +2.2% |
| 30D | +6.8% | -20.4% | +27.2% | +8.2% |
| 3M | +10.4% | +0.1% | +10.3% | +9.0% |
| 6M | +3.2% | +176.2% | -173.0% | -7.8% |
| YTD | +24.6% | +256.8% | -232.2% | +7.6% |
| 1Y | +24.4% | +255.9% | -231.5% | +7.2% |
| 3Y | +36.7% | +60.2% | -23.5% | +22.5% |
| 5Y | +67.0% | -65.1% | +132.1% | +67.8% |
| All | +203.5% | +7.8% | +195.7% | +146.5% |
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