+427.2%
LIN vs TAP
-47.8%
+475.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +0.3% | -8.0% | +8.3% | +2.8% |
| 30D | +8.0% | +4.1% | +4.0% | +6.6% |
| 3M | +7.7% | -4.4% | +12.0% | +8.7% |
| 6M | +5.1% | -1.9% | +7.0% | +5.0% |
| YTD | +24.7% | -12.1% | +36.8% | +27.9% |
| 1Y | +25.1% | -12.0% | +37.1% | +28.1% |
| 3Y | +36.8% | -25.0% | +61.9% | +44.9% |
| 5Y | +67.9% | -1.1% | +68.9% | +59.5% |
| 10Y | +427.2% | -47.6% | +474.8% | +428.9% |
| All | +427.2% | -47.8% | +475.0% | +428.9% |
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