+25.4%
LIN vs TCOM
-39.5%
+64.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +0.1% | +7.4% | -7.3% | -0.1% |
| 30D | +7.6% | +13.2% | -5.6% | +7.2% |
| 3M | +6.5% | -4.6% | +11.1% | +6.4% |
| 6M | +6.2% | -16.4% | +22.6% | +6.2% |
| YTD | +23.2% | -38.8% | +62.0% | +24.2% |
| All | +25.4% | -39.5% | +64.9% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling