+431.5%
LIN vs TFC
+79.2%
+352.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | +2.1% | +2.3% | -0.2% | +1.4% |
| 30D | +6.8% | +10.8% | -4.0% | +3.3% |
| 3M | +10.4% | -3.8% | +14.1% | +11.5% |
| 6M | +3.2% | +9.6% | -6.4% | -0.3% |
| YTD | +24.6% | +5.8% | +18.8% | +21.2% |
| 1Y | +24.4% | +16.2% | +8.2% | +17.3% |
| 3Y | +36.7% | +96.0% | -59.2% | +5.4% |
| 5Y | +67.0% | +1.7% | +65.3% | +58.5% |
| All | +431.5% | +79.2% | +352.3% | +301.7% |
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