+6,354.5%
LNG vs TMF
-70.3%
+6,424.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +4.5% | -3.4% | +7.9% | +3.9% |
| 30D | +8.0% | +11.5% | -3.5% | +10.4% |
| 3M | +15.0% | -4.5% | +19.5% | +14.2% |
| 6M | +27.1% | -15.0% | +42.0% | +23.9% |
| YTD | +58.1% | -19.9% | +78.0% | +53.0% |
| 1Y | +45.0% | -26.6% | +71.6% | +38.0% |
| 3Y | +82.6% | -29.8% | +112.5% | +77.1% |
| 5Y | +206.8% | -88.2% | +295.0% | +103.6% |
| 10Y | +796.3% | -81.4% | +877.7% | +677.2% |
| All | +6,354.5% | -70.3% | +6,424.8% | +9,076.8% |
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