+61.9%
LIN vs TNA
-22.2%
+84.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -2.4% | -4.9% | +2.5% | -1.8% |
| 3M | -5.6% | +0.4% | -6.0% | -6.1% |
| 6M | -3.4% | +32.5% | -35.9% | -8.8% |
| YTD | +13.1% | +53.7% | -40.6% | +3.7% |
| 1Y | +2.5% | +65.1% | -62.6% | -8.0% |
| 3Y | +27.6% | +98.4% | -70.8% | +2.4% |
| All | +61.9% | -22.2% | +84.0% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling