+550.0%
LNG vs TDG
+547.7%
+2.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | -4.7% | -1.9% | -2.8% | -4.0% |
| 30D | +3.8% | -7.7% | +11.5% | +6.6% |
| 3M | +16.2% | -9.3% | +25.5% | +19.4% |
| 6M | +11.7% | -9.4% | +21.1% | +13.6% |
| YTD | +44.2% | -14.3% | +58.5% | +49.2% |
| 1Y | +18.6% | -11.8% | +30.4% | +21.1% |
| 3Y | +77.4% | +52.0% | +25.4% | +43.4% |
| 5Y | +232.3% | +128.8% | +103.4% | +122.7% |
| All | +550.0% | +547.7% | +2.3% | +200.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling