+3,554.6%
LIN vs TDY
+7,231.6%
-3,676.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.5% | -5.7% | -2.3% |
| 7D | +0.2% | -6.0% | +6.2% | +1.6% |
| 30D | +6.5% | +2.4% | +4.1% | +5.6% |
| 3M | +5.5% | -10.0% | +15.5% | +8.0% |
| 6M | +3.3% | -4.0% | +7.3% | +3.8% |
| YTD | +22.0% | +21.1% | +0.9% | +15.1% |
| 1Y | +25.7% | +22.1% | +3.7% | +18.3% |
| 3Y | +36.2% | +64.0% | -27.8% | +18.0% |
| 5Y | +66.1% | +38.6% | +27.5% | +49.6% |
| 10Y | +431.0% | +501.5% | -70.6% | +237.2% |
| All | +3,554.6% | +7,231.6% | -3,676.9% | +1,563.6% |
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