+6,075.4%
LNG vs TMF
-68.9%
+6,144.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.5% |
| 7D | +3.4% | -1.4% | +4.9% | +3.2% |
| 30D | +14.9% | -2.8% | +17.7% | +14.4% |
| 3M | +21.4% | -10.9% | +32.3% | +19.1% |
| 6M | +17.8% | -21.3% | +39.1% | +13.3% |
| YTD | +51.3% | -15.9% | +67.2% | +47.4% |
| 1Y | +24.4% | -15.7% | +40.2% | +21.5% |
| 3Y | +79.7% | -43.4% | +123.0% | +66.7% |
| 5Y | +241.3% | -87.8% | +329.1% | +128.4% |
| 10Y | +603.1% | -86.7% | +689.9% | +439.0% |
| All | +6,075.4% | -68.9% | +6,144.3% | +8,746.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling