+82.2%
LIN vs TOST
-46.1%
+128.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +3.6% | +11.6% | -8.0% | +2.4% |
| 30D | +6.4% | +16.2% | -9.8% | +4.6% |
| 3M | +6.5% | +1.0% | +5.5% | +6.2% |
| 6M | +4.9% | +23.2% | -18.3% | +2.0% |
| YTD | +23.4% | -1.0% | +24.4% | +22.5% |
| 1Y | +26.3% | -9.9% | +36.2% | +26.6% |
| 3Y | +38.0% | +101.0% | -63.0% | +22.1% |
| 5Y | +68.0% | -40.4% | +108.4% | +55.7% |
| All | +82.2% | -46.1% | +128.3% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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