-34.6%
TLT vs LIN
+64.4%
-99.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +6.2% | +6.5% | -0.3% | +5.8% |
| 3M | -0.3% | +5.5% | -5.8% | -0.7% |
| 6M | -3.4% | +3.3% | -6.7% | -3.6% |
| YTD | -3.1% | +22.0% | -25.2% | -4.3% |
| 1Y | -5.2% | +25.7% | -31.0% | -6.6% |
| 3Y | +6.5% | +36.2% | -29.8% | +4.8% |
| All | -34.6% | +64.4% | -99.0% | -35.9% |
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 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