+369.0%
LIN vs TNA
+74.0%
+294.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.8% | +0.4% |
| 7D | -4.0% | -3.6% | -0.4% | -3.3% |
| 30D | -4.9% | -10.1% | +5.1% | -3.1% |
| 3M | -9.2% | +2.7% | -11.9% | -10.1% |
| 6M | -2.6% | +38.4% | -41.0% | -10.2% |
| YTD | +10.5% | +45.4% | -34.9% | +0.2% |
| 1Y | -0.1% | +55.9% | -56.0% | -11.7% |
| 3Y | +25.4% | +109.8% | -84.5% | -5.2% |
| 5Y | +59.7% | -22.5% | +82.2% | +37.7% |
| 10Y | +369.0% | +87.5% | +281.4% | +163.3% |
| All | +369.0% | +74.0% | +294.9% | +163.3% |
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