+68.0%
LIN vs TFC
-1.6%
+69.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.2% |
| 7D | +3.6% | +1.1% | +2.5% | +3.3% |
| 30D | +6.4% | +7.8% | -1.4% | +4.4% |
| 3M | +6.5% | -4.8% | +11.3% | +7.6% |
| 6M | +4.9% | +1.8% | +3.0% | +4.0% |
| YTD | +23.4% | +4.4% | +19.0% | +21.2% |
| 1Y | +26.3% | +18.0% | +8.4% | +20.1% |
| 3Y | +38.0% | +85.2% | -47.2% | +13.8% |
| 5Y | +68.0% | -1.4% | +69.4% | +75.6% |
| All | +68.0% | -1.6% | +69.6% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling