+417.3%
LIN vs TEL
+304.7%
+112.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | -1.3% |
| 7D | +0.1% | +0.6% | -0.5% | -0.3% |
| 30D | +7.6% | +0.2% | +7.4% | +7.0% |
| 3M | +6.5% | +1.5% | +5.0% | +5.0% |
| 6M | +6.2% | +6.9% | -0.7% | +1.5% |
| YTD | +23.2% | -2.8% | +26.0% | +20.6% |
| 1Y | +25.4% | -8.8% | +34.2% | +25.7% |
| 3Y | +38.3% | +84.3% | -46.0% | -6.1% |
| 5Y | +64.4% | +46.8% | +17.6% | +23.6% |
| 10Y | +417.3% | +294.7% | +122.6% | +129.4% |
| All | +417.3% | +304.7% | +112.6% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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