+369.0%
LIN vs TDG
+529.3%
-160.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | -4.0% | -2.4% | -1.5% | -3.2% |
| 30D | -4.9% | -8.0% | +3.1% | -2.5% |
| 3M | -9.2% | -10.5% | +1.3% | -6.3% |
| 6M | -2.6% | -11.9% | +9.4% | +0.5% |
| YTD | +10.5% | -15.4% | +25.9% | +15.0% |
| 1Y | -0.1% | -14.2% | +14.1% | +3.2% |
| 3Y | +25.4% | +51.0% | -25.7% | +5.2% |
| 5Y | +59.7% | +126.5% | -66.8% | +16.0% |
| 10Y | +369.0% | +535.6% | -166.6% | +159.5% |
| All | +369.0% | +529.3% | -160.3% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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