+9.4%
TMO vs LIN
+61.6%
-52.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.3% |
| 7D | -1.4% | -2.1% | +0.8% | -0.3% |
| 30D | +6.2% | -2.4% | +8.6% | +7.4% |
| 3M | +27.5% | -5.6% | +33.0% | +30.8% |
| 6M | +20.0% | -3.4% | +23.3% | +21.0% |
| YTD | +6.1% | +13.1% | -7.0% | -1.9% |
| 1Y | +25.8% | +2.5% | +23.4% | +22.4% |
| 3Y | +11.2% | +27.6% | -16.4% | -4.6% |
| All | +9.4% | +61.6% | -52.2% | -18.2% |
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