+238.5%
TER vs LIN
+27.3%
+211.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.4% | +5.8% |
| 7D | +0.6% | -2.1% | +2.7% | +1.4% |
| 30D | -8.3% | -2.4% | -5.9% | -7.6% |
| 3M | -12.2% | -5.6% | -6.6% | -11.2% |
| 6M | +17.1% | -3.4% | +20.5% | +17.1% |
| YTD | +84.7% | +13.1% | +71.6% | +68.7% |
| 1Y | +199.9% | +2.5% | +197.5% | +192.6% |
| All | +238.5% | +27.3% | +211.2% | +189.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling