+417.5%
LIN vs TAP
-49.3%
+466.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | +0.2% |
| 7D | +0.2% | +0.5% | -0.3% | -0.1% |
| 30D | +6.5% | +9.1% | -2.7% | +3.6% |
| 3M | +5.5% | -3.8% | +9.3% | +6.3% |
| 6M | +3.3% | -3.4% | +6.8% | +3.7% |
| YTD | +22.0% | -10.6% | +32.7% | +24.6% |
| 1Y | +25.7% | -4.4% | +30.1% | +25.5% |
| 3Y | +36.2% | -24.4% | +60.6% | +43.9% |
| 5Y | +66.1% | +2.1% | +64.0% | +56.3% |
| All | +417.5% | -49.3% | +466.8% | +412.6% |
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