+423.5%
LIN vs TYL
+174.9%
+248.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | +3.6% | +15.1% | -11.5% | -0.3% |
| 30D | +6.4% | +30.1% | -23.7% | -1.1% |
| 3M | +6.5% | +40.4% | -33.9% | -3.4% |
| 6M | +4.9% | +31.3% | -26.4% | -3.8% |
| YTD | +23.4% | -5.2% | +28.6% | +23.3% |
| 1Y | +26.3% | -6.6% | +32.9% | +26.7% |
| 3Y | +38.0% | +3.4% | +34.6% | +31.4% |
| 5Y | +68.0% | -19.3% | +87.3% | +69.2% |
| All | +423.5% | +174.9% | +248.6% | +262.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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