+427.9%
LIN vs TFC
+77.1%
+350.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.5% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +6.2% | +8.6% | -2.5% | +3.4% |
| 3M | +9.3% | -4.3% | +13.7% | +10.7% |
| 6M | +4.4% | +5.4% | -1.1% | +2.1% |
| YTD | +23.7% | +4.5% | +19.2% | +20.8% |
| 1Y | +23.5% | +14.0% | +9.5% | +17.1% |
| 3Y | +35.8% | +93.4% | -57.6% | +5.1% |
| 5Y | +65.9% | +0.5% | +65.4% | +58.0% |
| All | +427.9% | +77.1% | +350.8% | +300.5% |
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