+63.3%
LIN vs TNA
-50.7%
+114.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.6% |
| 7D | +0.2% | -7.0% | +7.2% | +1.1% |
| 30D | +6.5% | -6.4% | +12.9% | +7.2% |
| 3M | +5.5% | -25.7% | +31.1% | +9.7% |
| 6M | +3.3% | -19.7% | +23.1% | +5.6% |
| YTD | +22.0% | +18.3% | +3.8% | +16.0% |
| 1Y | +25.7% | +24.6% | +1.2% | +18.0% |
| 3Y | +36.2% | +112.8% | -76.6% | +6.1% |
| All | +63.3% | -50.7% | +114.0% | +52.7% |
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