+129.9%
TLT vs LIN
+2,932.9%
-2,803.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +1.1% |
| 7D | +1.0% | +3.3% | -2.3% | +1.4% |
| 30D | +6.0% | +8.8% | -2.8% | +7.2% |
| 3M | -0.9% | +8.6% | -9.5% | +0.2% |
| 6M | -2.3% | +7.0% | -9.3% | -1.3% |
| YTD | -3.3% | +24.3% | -27.6% | -0.2% |
| 1Y | -5.6% | +27.3% | -32.9% | -2.2% |
| 3Y | +5.2% | +38.9% | -33.7% | +10.8% |
| 5Y | -33.9% | +69.4% | -103.2% | -27.7% |
| 10Y | -17.8% | +440.7% | -458.5% | +12.6% |
| All | +129.9% | +2,932.9% | -2,803.0% | +323.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling