+82.1%
LNG vs TEM
+46.9%
+35.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +0.8% |
| 7D | -4.5% | -9.2% | +4.7% | -4.2% |
| 30D | +4.7% | +5.5% | -0.8% | +4.3% |
| 3M | +15.1% | +18.7% | -3.6% | +14.1% |
| 6M | +13.6% | +15.4% | -1.8% | +12.4% |
| YTD | +44.0% | -0.5% | +44.5% | +43.2% |
| 1Y | +18.4% | -24.8% | +43.2% | +18.9% |
| All | +82.1% | +46.9% | +35.2% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 5y: compounded portfolio wealth divided by compounded TEM 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…
5y analysis · Full analysis span regression · 6 months rolling