+358.4%
LIN vs TGT
+212.5%
+145.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.9% | -1.7% |
| 7D | -3.5% | -0.6% | -2.8% | -3.3% |
| 30D | -4.1% | +9.5% | -13.6% | -5.9% |
| 3M | -6.4% | +32.3% | -38.6% | -11.9% |
| 6M | -2.4% | +37.0% | -39.4% | -9.1% |
| YTD | +10.9% | +71.0% | -60.1% | -1.7% |
| 1Y | 0.0% | +85.0% | -85.0% | -13.1% |
| 3Y | +25.8% | +46.8% | -21.0% | +10.4% |
| 5Y | +60.8% | -22.7% | +83.6% | +61.8% |
| 10Y | +358.4% | +216.3% | +142.1% | +233.8% |
| All | +358.4% | +212.5% | +145.9% | +233.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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