-16.9%
TLT vs LIN
+430.4%
-447.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +0.5% | +3.6% | -3.1% | +0.8% |
| 30D | +6.0% | +6.4% | -0.4% | +6.5% |
| 3M | -0.9% | +6.5% | -7.4% | -0.5% |
| 6M | -2.6% | +4.9% | -7.5% | -2.2% |
| YTD | -3.1% | +23.4% | -26.6% | -1.5% |
| 1Y | -4.4% | +26.3% | -30.7% | -2.5% |
| 3Y | +5.5% | +38.0% | -32.5% | +8.8% |
| 5Y | -34.7% | +68.0% | -102.7% | -30.9% |
| All | -16.9% | +430.4% | -447.3% | +2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling