+296.9%
TSM vs LIN
+38.0%
+258.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.7% | -10.1% | -10.7% |
| 7D | -18.2% | +3.6% | -21.8% | -18.8% |
| 30D | -26.8% | +6.4% | -33.2% | -27.7% |
| 3M | -14.5% | +6.5% | -21.0% | -15.6% |
| 6M | -10.0% | +4.9% | -14.9% | -11.4% |
| YTD | +17.1% | +23.4% | -6.3% | +7.6% |
| 1Y | +21.5% | +26.3% | -4.8% | +10.6% |
| All | +296.9% | +38.0% | +258.9% | +244.4% |
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