+24.0%
LIN vs TEM
+79.0%
-55.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.7% | +6.3% | +0.8% |
| 7D | +2.1% | -5.9% | +7.9% | +2.2% |
| 30D | +6.8% | +4.8% | +2.0% | +6.6% |
| 3M | +10.4% | +31.9% | -21.5% | +9.3% |
| 6M | +3.2% | +56.0% | -52.8% | +1.5% |
| YTD | +24.6% | +21.3% | +3.3% | +23.2% |
| 1Y | +24.4% | +5.4% | +19.0% | +23.5% |
| All | +24.0% | +79.0% | -55.0% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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