+417.3%
LIN vs TNA
+82.9%
+334.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.6% | -8.6% | -0.9% |
| 7D | +0.1% | +2.3% | -2.2% | -0.6% |
| 30D | +7.6% | +1.4% | +6.2% | +6.7% |
| 3M | +6.5% | -21.1% | +27.6% | +10.7% |
| 6M | +6.2% | -9.4% | +15.6% | +6.5% |
| YTD | +23.2% | +29.6% | -6.4% | +13.5% |
| 1Y | +25.4% | +34.6% | -9.2% | +14.1% |
| 3Y | +38.3% | +155.9% | -117.6% | -0.5% |
| 5Y | +64.4% | -44.2% | +108.6% | +52.1% |
| 10Y | +417.3% | +63.7% | +353.6% | +213.1% |
| All | +417.3% | +82.9% | +334.4% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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