+412.1%
LIN vs TDY
+465.6%
-53.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.1% |
| 7D | +2.0% | -2.6% | +4.6% | +2.8% |
| 30D | +7.9% | +5.3% | +2.6% | +5.1% |
| 3M | +6.3% | -6.4% | +12.7% | +8.6% |
| 6M | +6.5% | +4.0% | +2.5% | +3.7% |
| YTD | +23.6% | +26.5% | -2.9% | +9.7% |
| 1Y | +25.7% | +24.2% | +1.5% | +12.4% |
| 3Y | +35.6% | +68.8% | -33.2% | +3.9% |
| 5Y | +65.9% | +45.9% | +20.0% | +34.1% |
| 10Y | +412.1% | +451.1% | -39.0% | +172.5% |
| All | +412.1% | +465.6% | -53.6% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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