+2.5%
LIN vs TFC
+15.4%
-12.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -2.1% | +2.4% | -4.5% | -2.4% |
| 30D | -2.4% | -1.3% | -1.1% | -2.3% |
| 3M | -5.6% | +6.1% | -11.6% | -6.2% |
| 6M | -3.4% | +7.3% | -10.7% | -3.8% |
| YTD | +13.1% | +8.2% | +4.9% | +10.8% |
| 1Y | +2.5% | +14.4% | -12.0% | -1.4% |
| All | +2.5% | +15.4% | -12.9% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling