+10,545.1%
LIN vs TXT
+1,234.1%
+9,311.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -2.1% | -4.8% | +2.7% | -0.6% |
| 30D | -2.4% | -10.6% | +8.2% | +1.1% |
| 3M | -5.6% | -13.2% | +7.6% | -1.5% |
| 6M | -3.4% | -20.3% | +17.0% | +3.3% |
| YTD | +13.1% | -9.3% | +22.4% | +15.6% |
| 1Y | +2.5% | -2.7% | +5.2% | +2.1% |
| 3Y | +27.6% | +1.4% | +26.2% | +23.4% |
| 5Y | +63.0% | +9.6% | +53.5% | +52.0% |
| 10Y | +359.3% | +94.9% | +264.4% | +232.7% |
| All | +10,545.1% | +1,234.1% | +9,311.0% | +3,450.1% |
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