+11,237.1%
TSM vs LIN
+3,529.1%
+7,708.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.7% | -10.1% | -10.4% |
| 7D | -18.2% | +3.6% | -21.8% | -19.8% |
| 30D | -26.8% | +6.4% | -33.2% | -29.2% |
| 3M | -14.5% | +6.5% | -21.0% | -17.6% |
| 6M | -10.0% | +4.9% | -14.9% | -13.2% |
| YTD | +17.1% | +23.4% | -6.3% | +3.1% |
| 1Y | +21.5% | +26.3% | -4.8% | +5.4% |
| 3Y | +300.4% | +38.0% | +262.4% | +228.3% |
| 5Y | +224.7% | +68.0% | +156.7% | +137.6% |
| 10Y | +1,372.7% | +437.1% | +935.5% | +468.5% |
| All | +11,237.1% | +3,529.1% | +7,708.0% | +1,861.5% |
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