+11,596.6%
LIN vs TYL
+9,050.3%
+2,546.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.1% | +2.1% |
| 7D | +3.3% | +17.3% | -14.0% | +1.6% |
| 30D | +8.8% | +28.9% | -20.1% | +6.0% |
| 3M | +8.6% | +35.1% | -26.4% | +5.2% |
| 6M | +7.0% | +29.3% | -22.3% | +3.9% |
| YTD | +24.3% | -6.8% | +31.1% | +24.1% |
| 1Y | +27.3% | -9.9% | +37.2% | +27.5% |
| 3Y | +38.9% | +1.7% | +37.2% | +37.0% |
| 5Y | +69.4% | -21.6% | +91.0% | +70.1% |
| 10Y | +440.7% | +173.5% | +267.3% | +384.1% |
| All | +11,596.6% | +9,050.3% | +2,546.3% | +7,365.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling