+24.4%
LNG vs TSLQ
-50.5%
+74.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.0% | -11.6% | -0.3% |
| 7D | +3.4% | -5.8% | +9.2% | +3.7% |
| 30D | +14.9% | -22.1% | +37.0% | +16.4% |
| 3M | +21.4% | +10.1% | +11.3% | +19.4% |
| 6M | +17.8% | -6.8% | +24.6% | +17.2% |
| YTD | +51.3% | +8.5% | +42.8% | +50.3% |
| 1Y | +24.4% | -49.7% | +74.2% | +25.0% |
| All | +24.4% | -50.5% | +74.9% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling