+33.9%
TER vs LIN
+25.4%
+8.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.0% | +11.7% | +13.0% |
| 7D | -5.8% | +0.1% | -5.9% | -5.6% |
| 30D | -38.9% | +7.6% | -46.5% | -38.0% |
| 3M | -35.1% | +6.5% | -41.7% | -34.2% |
| 6M | -31.6% | +6.2% | -37.8% | -31.8% |
| YTD | +27.2% | +23.2% | +4.0% | +32.7% |
| All | +33.9% | +25.4% | +8.5% | +44.4% |
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