+42.6%
LNG vs TDG
-5.9%
+48.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -6.9% | -6.0% |
| 7D | -1.9% | +7.1% | -9.0% | -0.6% |
| 30D | +6.2% | +11.4% | -5.2% | +8.5% |
| 3M | +13.7% | -4.6% | +18.3% | +12.4% |
| 6M | +7.5% | +5.8% | +1.7% | +8.3% |
| YTD | +51.3% | -8.5% | +59.8% | +50.0% |
| 1Y | +42.6% | -5.8% | +48.4% | +41.0% |
| All | +42.6% | -5.9% | +48.5% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling