+412.1%
LIN vs TSEM
+839.5%
-427.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.6% |
| 7D | +2.0% | -9.5% | +11.5% | +2.9% |
| 30D | +7.9% | -35.5% | +43.3% | +12.6% |
| 3M | +6.3% | -41.6% | +47.9% | +11.7% |
| 6M | +6.5% | -30.1% | +36.5% | +6.6% |
| YTD | +23.6% | +25.7% | -2.1% | +10.9% |
| 1Y | +25.7% | +50.5% | -24.7% | +8.8% |
| 3Y | +35.6% | +501.7% | -466.1% | -13.5% |
| 5Y | +65.9% | +310.9% | -245.1% | +12.2% |
| 10Y | +412.1% | +849.8% | -437.7% | +194.7% |
| All | +412.1% | +839.5% | -427.5% | +194.7% |
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