+417.5%
LIN vs TSEM
+779.3%
-361.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.8% | -6.0% | -1.7% |
| 7D | +0.2% | -17.5% | +17.7% | +2.1% |
| 30D | +6.5% | -44.7% | +51.1% | +13.1% |
| 3M | +5.5% | -38.9% | +44.4% | +10.0% |
| 6M | +3.3% | -36.7% | +40.0% | +4.7% |
| YTD | +22.0% | +17.0% | +5.1% | +10.4% |
| 1Y | +25.7% | +62.8% | -37.1% | +6.7% |
| 3Y | +36.2% | +471.3% | -435.1% | -12.7% |
| 5Y | +66.1% | +290.3% | -224.2% | +12.8% |
| All | +417.5% | +779.3% | -361.8% | +205.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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