+50.4%
TER vs LIN
+68.3%
-17.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.7% | -14.6% | -14.8% |
| 7D | -28.2% | +3.6% | -31.8% | -30.0% |
| 30D | -50.6% | +6.4% | -56.9% | -52.8% |
| 3M | -45.3% | +6.5% | -51.8% | -48.0% |
| 6M | -40.4% | +4.9% | -45.2% | -43.4% |
| YTD | +10.0% | +23.4% | -13.4% | -8.5% |
| 1Y | +13.6% | +26.3% | -12.7% | -7.6% |
| 3Y | +145.2% | +38.0% | +107.2% | +81.6% |
| 5Y | +50.4% | +68.0% | -17.6% | -10.6% |
| All | +50.4% | +68.3% | -17.9% | -10.6% |
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