+422.4%
LIN vs TCOM
+8.8%
+413.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.0% | +6.5% | -4.5% | +1.1% |
| 30D | +7.9% | +13.3% | -5.5% | +6.1% |
| 3M | +6.3% | -6.5% | +12.8% | +7.1% |
| 6M | +6.5% | -16.3% | +22.8% | +8.6% |
| YTD | +23.6% | -38.7% | +62.3% | +30.8% |
| 1Y | +25.7% | -40.1% | +65.8% | +33.5% |
| 3Y | +35.6% | +30.6% | +5.0% | +24.5% |
| 5Y | +65.9% | +45.8% | +20.1% | +42.6% |
| All | +422.4% | +8.8% | +413.6% | +337.9% |
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