+61.9%
LIN vs TXG
-66.1%
+128.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -2.1% | +1.8% | -3.9% | -2.3% |
| 30D | -2.4% | +32.0% | -34.4% | -4.8% |
| 3M | -5.6% | +87.0% | -92.6% | -10.9% |
| 6M | -3.4% | +180.1% | -183.5% | -12.4% |
| YTD | +13.1% | +284.1% | -271.0% | -0.8% |
| 1Y | +2.5% | +361.7% | -359.2% | -12.5% |
| 3Y | +27.6% | +15.9% | +11.7% | +22.0% |
| All | +61.9% | -66.1% | +128.0% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling