-6.9%
T vs LIN
+26.9%
-33.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | +4.3% | +3.6% | +0.7% | +3.8% |
| 30D | -9.7% | +6.4% | -16.1% | -10.3% |
| 3M | -4.3% | +6.5% | -10.8% | -5.0% |
| 6M | -13.7% | +4.9% | -18.5% | -14.2% |
| YTD | -8.0% | +23.4% | -31.4% | -12.5% |
| 1Y | -6.9% | +26.3% | -33.2% | -11.2% |
| All | -6.9% | +26.9% | -33.8% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling