+68.5%
LIN vs TCOM
+40.6%
+27.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | +2.1% | -1.8% | +3.9% | +2.3% |
| 30D | +6.8% | +12.1% | -5.3% | +5.6% |
| 3M | +10.4% | -3.2% | +13.6% | +10.6% |
| 6M | +3.2% | -16.6% | +19.8% | +4.7% |
| YTD | +24.6% | -39.4% | +64.0% | +30.3% |
| 1Y | +24.4% | -41.5% | +65.9% | +30.5% |
| 3Y | +36.7% | +24.4% | +12.4% | +28.2% |
| All | +68.5% | +40.6% | +27.9% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling