+6,111.4%
TMO vs LIN
+9,840.7%
-3,729.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -1.4% | -2.1% | +0.8% | -0.5% |
| 30D | +6.2% | -2.4% | +8.6% | +7.2% |
| 3M | +27.5% | -5.6% | +33.0% | +30.2% |
| 6M | +20.0% | -3.4% | +23.3% | +20.9% |
| YTD | +6.1% | +13.1% | -7.0% | +0.4% |
| 1Y | +25.8% | +2.5% | +23.4% | +23.4% |
| 3Y | +11.2% | +27.6% | -16.4% | 0.0% |
| 5Y | +9.6% | +63.0% | -53.5% | -11.1% |
| 10Y | +317.8% | +359.3% | -41.5% | +126.2% |
| All | +6,111.4% | +9,840.7% | -3,729.3% | +1,533.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling