+55.5%
T vs LIN
+424.3%
-368.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.5% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | -10.6% | +6.5% | -17.1% | -12.5% |
| 3M | -7.7% | +5.5% | -13.2% | -9.5% |
| 6M | -13.3% | +3.3% | -16.6% | -14.6% |
| YTD | -8.8% | +22.0% | -30.8% | -15.7% |
| 1Y | -8.4% | +25.7% | -34.1% | -16.3% |
| 3Y | +59.6% | +36.2% | +23.4% | +40.0% |
| 5Y | +52.1% | +66.1% | -14.0% | +20.7% |
| All | +55.5% | +424.3% | -368.7% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 10y: compounded portfolio wealth divided by compounded LIN 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…
10y analysis · Full analysis span regression · 6 months rolling