+378.7%
TMO vs LIN
+417.8%
-39.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +2.8% | +2.0% | +0.8% | +1.9% |
| 30D | +9.1% | +7.9% | +1.3% | +5.0% |
| 3M | +19.9% | +6.3% | +13.6% | +16.0% |
| 6M | +54.7% | +6.5% | +48.2% | +49.1% |
| YTD | +24.3% | +23.6% | +0.7% | +10.1% |
| 1Y | +25.0% | +25.7% | -0.7% | +9.7% |
| 3Y | +61.7% | +35.6% | +26.1% | +35.6% |
| 5Y | +16.2% | +65.9% | -49.6% | -13.5% |
| 10Y | +378.7% | +412.1% | -33.4% | +105.9% |
| All | +378.7% | +417.8% | -39.2% | +105.9% |
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