+6,936.3%
TMO vs LIN
+10,625.0%
-3,688.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.8% | +3.1% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | +4.9% | +6.5% | -1.5% | +2.3% |
| 3M | +19.9% | +5.5% | +14.4% | +17.2% |
| 6M | +47.2% | +3.3% | +43.8% | +44.6% |
| YTD | +20.2% | +22.0% | -1.8% | +10.2% |
| 1Y | +23.2% | +25.7% | -2.6% | +11.6% |
| 3Y | +54.2% | +36.2% | +17.9% | +34.9% |
| 5Y | +14.3% | +66.1% | -51.8% | -8.0% |
| 10Y | +387.6% | +431.0% | -43.3% | +149.6% |
| All | +6,936.3% | +10,625.0% | -3,688.7% | +1,693.8% |
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 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