+67.0%
LIN vs TOST
-48.0%
+114.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -2.1% | -3.4% | +1.3% | -1.8% |
| 30D | -2.4% | -2.4% | 0.0% | -2.2% |
| 3M | -5.6% | +34.6% | -40.2% | -8.6% |
| 6M | -3.4% | +15.2% | -18.6% | -5.4% |
| YTD | +13.1% | -4.4% | +17.5% | +12.8% |
| 1Y | +2.5% | -17.4% | +19.9% | +3.7% |
| 3Y | +27.6% | +54.5% | -26.9% | +16.8% |
| All | +67.0% | -48.0% | +114.9% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling