+53.4%
T vs LIN
+68.3%
-14.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | +4.3% | +3.6% | +0.7% | +3.4% |
| 30D | -9.7% | +6.4% | -16.1% | -11.0% |
| 3M | -4.3% | +6.5% | -10.8% | -5.7% |
| 6M | -13.7% | +4.9% | -18.5% | -14.8% |
| YTD | -8.0% | +23.4% | -31.4% | -13.0% |
| 1Y | -6.9% | +26.3% | -33.2% | -12.6% |
| 3Y | +59.7% | +38.0% | +21.7% | +46.0% |
| 5Y | +53.4% | +68.0% | -14.6% | +24.6% |
| All | +53.4% | +68.3% | -14.8% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling