+311.9%
TMO vs LIN
+352.0%
-40.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.2% | -0.8% |
| 7D | +0.4% | -3.5% | +3.9% | +2.2% |
| 30D | +1.5% | -4.1% | +5.6% | +3.6% |
| 3M | +28.5% | -6.4% | +34.9% | +32.6% |
| 6M | +20.4% | -2.4% | +22.8% | +20.8% |
| YTD | +4.3% | +10.9% | -6.7% | -2.4% |
| 1Y | +24.1% | 0.0% | +24.1% | +22.2% |
| 3Y | +17.5% | +25.8% | -8.4% | +2.2% |
| 5Y | +6.8% | +60.8% | -54.0% | -19.5% |
| 10Y | +311.9% | +358.4% | -46.5% | +78.8% |
| All | +311.9% | +352.0% | -40.1% | +78.8% |
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