+361.0%
LIN vs TCOM
-9.6%
+370.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -2.1% | -9.5% | +7.4% | -0.8% |
| 30D | -2.4% | -10.7% | +8.3% | -1.0% |
| 3M | -5.6% | -14.6% | +9.0% | -3.8% |
| 6M | -3.4% | -19.3% | +15.9% | -1.0% |
| YTD | +13.1% | -42.9% | +56.0% | +21.0% |
| 1Y | +2.5% | -43.8% | +46.3% | +9.8% |
| 3Y | +27.6% | +2.1% | +25.5% | +21.5% |
| 5Y | +63.0% | +31.2% | +31.8% | +42.1% |
| All | +361.0% | -9.6% | +370.6% | +296.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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