+9,020.3%
LNG vs TCOM
+2,569.4%
+6,450.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.8% |
| 7D | -6.7% | -10.2% | +3.4% | -4.2% |
| 30D | +3.9% | -16.8% | +20.7% | +8.6% |
| 3M | +15.5% | -16.7% | +32.2% | +20.2% |
| 6M | +10.5% | -27.1% | +37.6% | +18.5% |
| YTD | +43.0% | -45.5% | +88.5% | +63.3% |
| 1Y | +18.9% | -45.9% | +64.7% | +35.7% |
| 3Y | +74.7% | +9.8% | +64.9% | +56.5% |
| 5Y | +231.2% | +23.8% | +207.4% | +160.7% |
| 10Y | +544.5% | -10.8% | +555.3% | +410.5% |
| All | +9,020.3% | +2,569.4% | +6,450.9% | +2,020.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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