+431.5%
LIN vs TTWO
+370.5%
+61.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +2.1% | +6.0% | -3.9% | +1.0% |
| 30D | +6.8% | +13.2% | -6.4% | +4.3% |
| 3M | +10.4% | -5.8% | +16.2% | +11.2% |
| 6M | +3.2% | +0.4% | +2.8% | +2.4% |
| YTD | +24.6% | -11.0% | +35.6% | +25.9% |
| 1Y | +24.4% | -4.1% | +28.5% | +23.8% |
| 3Y | +36.7% | +51.8% | -15.0% | +22.4% |
| 5Y | +67.0% | +21.3% | +45.7% | +52.4% |
| All | +431.5% | +370.5% | +61.0% | +249.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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