+67.1%
LIN vs TPG
+77.8%
-10.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | +0.2% | +4.2% | -3.9% | -0.5% |
| 30D | +6.2% | +13.5% | -7.3% | +3.5% |
| 3M | +9.3% | -3.3% | +12.6% | +9.6% |
| 6M | +4.4% | +11.8% | -7.4% | +1.3% |
| YTD | +23.7% | -20.9% | +44.6% | +28.4% |
| 1Y | +23.5% | -13.1% | +36.6% | +25.2% |
| 3Y | +35.8% | +72.9% | -37.1% | +10.2% |
| All | +67.1% | +77.8% | -10.6% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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