+11,518.3%
LIN vs TXT
+1,338.4%
+10,179.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 3M | +6.5% | -3.6% | +10.1% | +7.2% |
| 6M | +4.9% | -6.9% | +11.8% | +6.4% |
| YTD | +23.4% | -2.2% | +25.6% | +22.6% |
| 1Y | +26.3% | +6.3% | +20.0% | +22.0% |
| 3Y | +38.0% | +10.3% | +27.7% | +29.4% |
| 5Y | +68.0% | +10.6% | +57.4% | +55.6% |
| 10Y | +437.1% | +121.0% | +316.1% | +272.4% |
| All | +11,518.3% | +1,338.4% | +10,179.9% | +3,664.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling