+18.2%
TER vs LIN
+25.4%
-7.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.3% |
| 7D | -20.5% | +0.2% | -20.7% | -20.3% |
| 30D | -47.0% | +6.5% | -53.5% | -46.3% |
| 3M | -43.3% | +5.5% | -48.8% | -42.6% |
| 6M | -42.9% | +3.3% | -46.2% | -43.0% |
| YTD | +12.9% | +22.0% | -9.2% | +18.2% |
| 1Y | +18.2% | +25.7% | -7.6% | +28.1% |
| All | +18.2% | +25.4% | -7.3% | +28.1% |
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