+361.3%
LIN vs TAP
-49.2%
+410.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.1% | -2.3% | +0.2% | -1.5% |
| 30D | -2.4% | -2.1% | -0.3% | -1.9% |
| 3M | -5.6% | +6.6% | -12.2% | -7.6% |
| 6M | -3.4% | -11.5% | +8.1% | -0.4% |
| YTD | +13.1% | -10.3% | +23.4% | +15.7% |
| 1Y | +2.5% | -14.4% | +16.9% | +6.0% |
| 3Y | +27.6% | -28.3% | +55.9% | +37.4% |
| 5Y | +63.0% | +1.7% | +61.3% | +53.8% |
| All | +361.3% | -49.2% | +410.5% | +371.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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