+3,634.8%
LIN vs TDY
+7,617.0%
-3,982.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +0.3% | +3.0% | -2.7% | -0.5% |
| 30D | +8.0% | +6.1% | +1.9% | +6.2% |
| 3M | +7.7% | -4.5% | +12.2% | +8.6% |
| 6M | +5.1% | +2.9% | +2.1% | +3.7% |
| YTD | +24.7% | +27.5% | -2.8% | +16.1% |
| 1Y | +25.1% | +26.5% | -1.4% | +16.6% |
| 3Y | +36.8% | +70.1% | -33.3% | +17.4% |
| 5Y | +67.9% | +46.8% | +21.1% | +49.0% |
| 10Y | +427.2% | +447.2% | -20.0% | +241.2% |
| All | +3,634.8% | +7,617.0% | -3,982.2% | +1,578.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling