+417.3%
LIN vs TCOM
+3.5%
+413.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +0.1% | +7.4% | -7.3% | -0.8% |
| 30D | +7.6% | +13.2% | -5.6% | +5.8% |
| 3M | +6.5% | -4.6% | +11.1% | +7.1% |
| 6M | +6.2% | -16.4% | +22.6% | +8.3% |
| YTD | +23.2% | -38.8% | +62.0% | +30.5% |
| 1Y | +25.4% | -37.3% | +62.7% | +32.3% |
| 3Y | +38.3% | +31.4% | +6.9% | +26.9% |
| 5Y | +64.4% | +45.5% | +18.9% | +41.5% |
| 10Y | +417.3% | +4.6% | +412.7% | +337.2% |
| All | +417.3% | +3.5% | +413.8% | +337.2% |
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