+856.6%
LIN vs TMF
-68.9%
+925.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -0.9% |
| 7D | -2.1% | -1.4% | -0.7% | -2.3% |
| 30D | -2.4% | -2.8% | +0.4% | -2.7% |
| 3M | -5.6% | -10.9% | +5.3% | -6.6% |
| 6M | -3.4% | -21.3% | +17.9% | -5.6% |
| YTD | +13.1% | -15.9% | +29.0% | +11.3% |
| 1Y | +2.5% | -15.7% | +18.2% | +1.0% |
| 3Y | +27.6% | -43.4% | +71.0% | +22.1% |
| 5Y | +63.0% | -87.8% | +150.8% | +28.8% |
| 10Y | +359.3% | -86.7% | +446.0% | +292.7% |
| All | +856.6% | -68.9% | +925.4% | +932.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 all: compounded portfolio wealth divided by compounded TMF 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…
all analysis · Full analysis span regression · 6 months rolling