+13,634.3%
TSM vs LIN
+3,225.1%
+10,409.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +3.3% |
| 7D | +2.7% | -2.1% | +4.8% | +3.9% |
| 30D | +3.6% | -2.4% | +6.0% | +4.8% |
| 3M | -3.4% | -5.6% | +2.2% | -1.2% |
| 6M | +20.6% | -3.4% | +24.0% | +21.2% |
| YTD | +41.9% | +13.1% | +28.8% | +31.0% |
| 1Y | +84.4% | +2.5% | +81.9% | +78.4% |
| 3Y | +380.2% | +27.6% | +352.6% | +310.7% |
| 5Y | +275.3% | +63.0% | +212.3% | +179.5% |
| 10Y | +1,751.4% | +359.3% | +1,392.1% | +677.3% |
| All | +13,634.3% | +3,225.1% | +10,409.2% | +2,393.1% |
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