+69.4%
LIN vs TYL
-22.4%
+91.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.1% | +1.5% |
| 7D | +3.3% | +17.3% | -14.0% | -0.3% |
| 30D | +8.8% | +28.9% | -20.1% | +2.7% |
| 3M | +8.6% | +35.1% | -26.4% | +1.2% |
| 6M | +7.0% | +29.3% | -22.3% | +0.2% |
| YTD | +24.3% | -6.8% | +31.1% | +25.8% |
| 1Y | +27.3% | -9.9% | +37.2% | +30.1% |
| 3Y | +38.9% | +1.7% | +37.2% | +34.6% |
| 5Y | +69.4% | -21.6% | +91.0% | +71.8% |
| All | +69.4% | -22.4% | +91.8% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling