+358.4%
LIN vs TRI
+190.0%
+168.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | +0.2% |
| 7D | -3.5% | -7.1% | +3.6% | -1.3% |
| 30D | -4.1% | -2.3% | -1.8% | -3.7% |
| 3M | -6.4% | +19.6% | -25.9% | -13.6% |
| 6M | -2.4% | -8.7% | +6.3% | -1.4% |
| YTD | +10.9% | -22.3% | +33.2% | +19.3% |
| 1Y | 0.0% | -40.7% | +40.7% | +22.4% |
| 3Y | +25.8% | -17.8% | +43.6% | +24.8% |
| 5Y | +60.8% | -8.5% | +69.3% | +47.5% |
| 10Y | +358.4% | +192.6% | +165.8% | +147.2% |
| All | +358.4% | +190.0% | +168.4% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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