+197.2%
LIN vs TXG
+9.8%
+187.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.3% |
| 7D | +0.2% | -15.4% | +15.6% | +1.4% |
| 30D | +6.5% | -22.1% | +28.6% | +8.1% |
| 3M | +5.5% | +30.0% | -24.5% | +1.7% |
| 6M | +3.3% | +160.7% | -157.4% | -7.1% |
| YTD | +22.0% | +263.5% | -241.4% | +5.3% |
| 1Y | +25.7% | +356.0% | -330.3% | +5.5% |
| 3Y | +36.2% | +53.4% | -17.1% | +22.8% |
| 5Y | +66.1% | -66.7% | +132.8% | +67.9% |
| All | +197.2% | +9.8% | +187.5% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling