+1,643.1%
TSM vs LIN
+424.2%
+1,218.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.0% |
| 7D | +6.2% | +2.1% | +4.1% | +5.1% |
| 30D | -7.3% | +6.8% | -14.0% | -10.5% |
| 3M | -7.1% | +10.4% | -17.5% | -12.0% |
| 6M | +0.2% | +3.2% | -2.9% | -2.4% |
| YTD | +32.2% | +24.6% | +7.7% | +15.4% |
| 1Y | +42.8% | +24.4% | +18.4% | +24.4% |
| 3Y | +330.4% | +36.7% | +293.7% | +251.1% |
| 5Y | +263.9% | +67.0% | +196.9% | +160.6% |
| All | +1,643.1% | +424.2% | +1,218.9% | +597.5% |
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 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