+386.6%
TMO vs LIN
+424.2%
-37.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +0.8% | +2.1% | -1.3% | -0.2% |
| 30D | +4.0% | +6.8% | -2.8% | +0.6% |
| 3M | +17.6% | +10.4% | +7.2% | +11.8% |
| 6M | +57.3% | +3.2% | +54.1% | +54.1% |
| YTD | +21.2% | +24.6% | -3.4% | +7.0% |
| 1Y | +21.1% | +24.4% | -3.3% | +6.9% |
| 3Y | +58.8% | +36.7% | +22.1% | +32.7% |
| 5Y | +11.8% | +67.0% | -55.2% | -17.0% |
| All | +386.6% | +424.2% | -37.5% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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