+410.6%
LIN vs TSEM
+869.4%
-458.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.9% | -9.9% | -0.2% |
| 7D | +0.1% | -2.0% | +2.1% | +0.1% |
| 30D | +7.6% | -33.4% | +41.0% | +11.9% |
| 3M | +6.5% | -39.7% | +46.2% | +11.6% |
| 6M | +6.2% | -27.8% | +34.0% | +5.9% |
| YTD | +23.2% | +29.7% | -6.5% | +10.2% |
| 1Y | +25.4% | +81.1% | -55.7% | +5.1% |
| 3Y | +38.3% | +529.3% | -491.0% | -12.4% |
| 5Y | +64.4% | +315.0% | -250.5% | +11.5% |
| All | +410.6% | +869.4% | -458.7% | +192.9% |
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