+37.8%
LIN vs TOST
+99.4%
-61.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +3.6% | +11.6% | -8.0% | +2.9% |
| 30D | +6.4% | +16.2% | -9.8% | +5.4% |
| 3M | +6.5% | +1.0% | +5.5% | +6.3% |
| 6M | +4.9% | +23.2% | -18.3% | +3.4% |
| YTD | +23.4% | -1.0% | +24.4% | +23.4% |
| 1Y | +26.3% | -9.9% | +36.2% | +27.1% |
| All | +37.8% | +99.4% | -61.6% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling