+35.8%
LIN vs TXG
+67.8%
-32.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | -0.6% |
| 7D | +0.2% | +1.8% | -1.5% | +0.2% |
| 30D | +6.2% | -17.7% | +23.8% | +6.5% |
| 3M | +9.3% | +2.3% | +7.0% | +8.5% |
| 6M | +4.4% | +182.5% | -178.1% | -0.9% |
| YTD | +23.7% | +262.4% | -238.6% | +15.5% |
| 1Y | +23.5% | +254.1% | -230.6% | +15.2% |
| All | +35.8% | +67.8% | -32.0% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling