+37.8%
LIN vs TAP
-20.1%
+57.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +3.6% | +7.7% | -4.1% | +2.3% |
| 30D | +6.4% | +14.4% | -8.0% | +4.0% |
| 3M | +6.5% | +2.0% | +4.5% | +6.0% |
| 6M | +4.9% | +2.5% | +2.4% | +4.2% |
| YTD | +23.4% | -6.4% | +29.9% | +23.9% |
| 1Y | +26.3% | -2.3% | +28.6% | +25.6% |
| All | +37.8% | -20.1% | +57.9% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling