+61.9%
LIN vs TTMI
+804.2%
-742.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.8% | -9.8% | -1.5% |
| 7D | -2.1% | +5.9% | -8.0% | -2.5% |
| 30D | -2.4% | -4.3% | +1.9% | -2.3% |
| 3M | -5.6% | -32.0% | +26.5% | -3.6% |
| 6M | -3.4% | +19.5% | -22.8% | -6.6% |
| YTD | +13.1% | +82.0% | -68.9% | +4.0% |
| 1Y | +2.5% | +172.6% | -170.2% | -11.9% |
| 3Y | +27.6% | +744.7% | -717.1% | -12.2% |
| All | +61.9% | +804.2% | -742.4% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 5y: compounded portfolio wealth divided by compounded TTMI 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…
5y analysis · Full analysis span regression · 6 months rolling