+361.3%
LIN vs TYL
+116.1%
+245.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.1% | +0.1% |
| 7D | -2.1% | -3.7% | +1.6% | -1.1% |
| 30D | -2.4% | +18.7% | -21.2% | -7.1% |
| 3M | -5.6% | +18.1% | -23.7% | -10.3% |
| 6M | -3.4% | -1.1% | -2.3% | -4.1% |
| YTD | +13.1% | -19.8% | +32.9% | +18.6% |
| 1Y | +2.5% | -34.3% | +36.8% | +14.3% |
| 3Y | +27.6% | -8.2% | +35.8% | +25.1% |
| 5Y | +63.0% | -25.4% | +88.5% | +67.0% |
| All | +361.3% | +116.1% | +245.1% | +242.3% |
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