+49.0%
LIN vs TLN
+630.2%
-581.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.1% | -8.2% | -1.2% |
| 7D | +0.2% | -1.3% | +1.5% | +0.2% |
| 30D | +6.5% | -10.5% | +16.9% | +6.6% |
| 3M | +5.5% | +0.1% | +5.4% | +5.4% |
| 6M | +3.3% | -17.4% | +20.7% | +3.6% |
| YTD | +22.0% | -9.7% | +31.7% | +21.9% |
| 1Y | +25.7% | -12.3% | +38.0% | +25.6% |
| 3Y | +36.2% | +528.3% | -492.0% | +16.5% |
| All | +49.0% | +630.2% | -581.2% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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