+12.3%
TMO vs LIN
+67.2%
-54.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.7% |
| 3M | +17.6% | +10.4% | +7.2% | +12.0% |
| 6M | +57.3% | +3.2% | +54.1% | +54.3% |
| YTD | +21.2% | +24.6% | -3.4% | +6.6% |
| 1Y | +21.1% | +24.4% | -3.3% | +6.6% |
| 3Y | +58.8% | +36.7% | +22.1% | +31.5% |
| All | +12.3% | +67.2% | -54.8% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling