+417.5%
LIN vs TFC
+90.2%
+327.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +0.2% | +1.2% | -1.0% | -0.2% |
| 30D | +6.5% | +8.3% | -1.9% | +3.7% |
| 3M | +5.5% | -5.2% | +10.6% | +7.0% |
| 6M | +3.3% | -0.8% | +4.1% | +3.1% |
| YTD | +22.0% | +3.4% | +18.6% | +19.5% |
| 1Y | +25.7% | +17.0% | +8.7% | +18.3% |
| 3Y | +36.2% | +86.2% | -49.9% | +6.9% |
| 5Y | +66.1% | -2.3% | +68.4% | +59.7% |
| All | +417.5% | +90.2% | +327.3% | +298.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling