+1,862.5%
LIN vs TCOM
+2,694.8%
-832.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -2.1% | -9.5% | +7.4% | -0.6% |
| 30D | -2.4% | -10.7% | +8.3% | -0.7% |
| 3M | -5.6% | -14.6% | +9.0% | -3.5% |
| 6M | -3.4% | -19.3% | +15.9% | -0.6% |
| YTD | +13.1% | -42.9% | +56.0% | +22.3% |
| 1Y | +2.5% | -43.8% | +46.3% | +11.0% |
| 3Y | +27.6% | +2.1% | +25.5% | +21.5% |
| 5Y | +63.0% | +31.2% | +31.8% | +41.3% |
| 10Y | +359.3% | -13.9% | +373.2% | +304.4% |
| All | +1,862.5% | +2,694.8% | -832.3% | +793.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling