+361.3%
LIN vs TFC
+102.1%
+259.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -2.1% | +2.4% | -4.5% | -2.9% |
| 30D | -2.4% | -1.3% | -1.1% | -2.1% |
| 3M | -5.6% | +6.1% | -11.6% | -7.5% |
| 6M | -3.4% | +7.3% | -10.7% | -6.0% |
| YTD | +13.1% | +8.2% | +4.9% | +9.4% |
| 1Y | +2.5% | +14.4% | -12.0% | -2.9% |
| 3Y | +27.6% | +93.7% | -66.1% | -1.3% |
| 5Y | +63.0% | +16.4% | +46.6% | +47.2% |
| All | +361.3% | +102.1% | +259.2% | +218.2% |
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