+43.2%
TER vs LIN
+27.8%
+15.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.6% | -9.4% | -6.1% |
| 7D | -19.9% | +3.3% | -23.1% | -19.0% |
| 30D | -43.5% | +8.8% | -52.3% | -42.4% |
| 3M | -37.8% | +8.6% | -46.4% | -36.7% |
| 6M | -25.6% | +7.0% | -32.6% | -25.4% |
| YTD | +29.8% | +24.3% | +5.5% | +36.2% |
| 1Y | +43.2% | +27.3% | +15.9% | +57.1% |
| All | +43.2% | +27.8% | +15.4% | +57.1% |
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