+427.2%
LIN vs TDG
+579.3%
-152.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.4% |
| 7D | +0.3% | +2.3% | -2.0% | -0.4% |
| 30D | +8.0% | +11.2% | -3.1% | +4.5% |
| 3M | +7.7% | +0.2% | +7.5% | +7.4% |
| 6M | +5.1% | +3.9% | +1.2% | +3.2% |
| YTD | +24.7% | -6.4% | +31.1% | +25.6% |
| 1Y | +25.1% | -3.8% | +28.9% | +24.7% |
| 3Y | +36.8% | +46.8% | -9.9% | +16.4% |
| 5Y | +67.9% | +128.3% | -60.4% | +21.5% |
| 10Y | +427.2% | +569.3% | -142.1% | +190.1% |
| All | +427.2% | +579.3% | -152.1% | +190.1% |
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