+213.6%
LNG vs TMF
-88.6%
+302.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | -0.2% |
| 7D | +11.3% | -9.3% | +20.6% | +11.3% |
| 30D | +10.6% | +1.9% | +8.7% | +10.6% |
| 3M | +16.1% | -11.2% | +27.4% | +16.0% |
| 6M | +29.6% | -17.7% | +47.3% | +29.4% |
| YTD | +60.3% | -24.5% | +84.8% | +60.2% |
| 1Y | +46.1% | -29.4% | +75.5% | +46.1% |
| 3Y | +85.9% | -33.4% | +119.4% | +85.2% |
| All | +213.6% | -88.6% | +302.2% | +196.0% |
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