+68.0%
LIN vs TXT
+11.0%
+57.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.1% |
| 7D | +3.6% | -2.5% | +6.1% | +4.4% |
| 30D | +6.4% | +12.8% | -6.5% | +1.7% |
| 3M | +6.5% | -3.6% | +10.1% | +7.5% |
| 6M | +4.9% | -6.9% | +11.8% | +6.7% |
| YTD | +23.4% | -2.2% | +25.6% | +22.3% |
| 1Y | +26.3% | +6.3% | +20.0% | +21.1% |
| 3Y | +38.0% | +10.3% | +27.7% | +25.5% |
| 5Y | +68.0% | +10.6% | +57.4% | +45.4% |
| All | +68.0% | +11.0% | +57.0% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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