+175.5%
LIN vs TXG
+16.0%
+159.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.1% |
| 3M | -5.6% | +87.0% | -92.6% | -11.4% |
| 6M | -3.4% | +180.1% | -183.5% | -13.2% |
| YTD | +13.1% | +284.1% | -271.0% | -1.9% |
| 1Y | +2.5% | +361.7% | -359.2% | -13.6% |
| 3Y | +27.6% | +15.9% | +11.7% | +20.3% |
| 5Y | +63.0% | -66.2% | +129.2% | +66.0% |
| All | +175.5% | +16.0% | +159.5% | +124.8% |
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