+346.2%
TSM vs LIN
+38.0%
+308.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.3% | +4.1% |
| 7D | +4.4% | +0.3% | +4.1% | +4.4% |
| 30D | -7.0% | +8.0% | -15.0% | -8.3% |
| 3M | -1.8% | +7.7% | -9.5% | -3.2% |
| 6M | +2.7% | +5.1% | -2.4% | +1.3% |
| YTD | +37.1% | +24.7% | +12.4% | +26.3% |
| 1Y | +43.5% | +25.1% | +18.4% | +32.1% |
| All | +346.2% | +38.0% | +308.1% | +312.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling