+10,545.1%
LIN vs TAP
+769.8%
+9,775.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.1% | -2.3% | +0.2% | -1.6% |
| 30D | -2.4% | -2.1% | -0.3% | -2.0% |
| 3M | -5.6% | +6.6% | -12.2% | -7.1% |
| 6M | -3.4% | -11.5% | +8.1% | -1.2% |
| YTD | +13.1% | -10.3% | +23.4% | +15.0% |
| 1Y | +2.5% | -14.4% | +16.9% | +5.1% |
| 3Y | +27.6% | -28.3% | +55.9% | +34.7% |
| 5Y | +63.0% | +1.7% | +61.3% | +58.1% |
| 10Y | +359.3% | -49.2% | +408.5% | +393.2% |
| All | +10,545.1% | +769.8% | +9,775.3% | +7,573.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling