+222.4%
LNG vs TMF
-87.6%
+310.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.5% |
| 7D | -6.2% | +1.0% | -7.1% | -6.2% |
| 30D | +8.0% | -1.8% | +9.8% | +8.0% |
| 3M | +16.9% | -8.2% | +25.2% | +16.9% |
| 6M | +8.7% | -19.5% | +28.2% | +8.7% |
| YTD | +43.0% | -16.0% | +59.0% | +43.0% |
| 1Y | +19.4% | -22.5% | +41.9% | +19.5% |
| 3Y | +74.7% | -42.3% | +117.0% | +74.1% |
| 5Y | +222.4% | -87.7% | +310.1% | +200.2% |
| All | +222.4% | -87.6% | +310.1% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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