+231.7%
LNG vs TSN
-18.6%
+250.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | -4.5% | +1.4% | -5.8% | -4.6% |
| 30D | +4.7% | -6.2% | +10.8% | +5.4% |
| 3M | +15.1% | -5.7% | +20.8% | +15.7% |
| 6M | +13.6% | -11.4% | +24.9% | +14.9% |
| YTD | +44.0% | -8.2% | +52.1% | +44.7% |
| 1Y | +18.4% | -2.0% | +20.4% | +17.7% |
| 3Y | +75.9% | +11.9% | +64.0% | +69.3% |
| 5Y | +231.7% | -17.8% | +249.4% | +233.0% |
| All | +231.7% | -18.6% | +250.3% | +233.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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