+16.0%
TFC vs LNG
+229.3%
-213.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -2.5% | -4.5% | +2.0% | -1.4% |
| 30D | -2.8% | +4.7% | -7.5% | -4.0% |
| 3M | +2.1% | +15.1% | -13.0% | -1.7% |
| 6M | +10.1% | +13.6% | -3.5% | +5.4% |
| YTD | +5.4% | +44.0% | -38.5% | -5.8% |
| 1Y | +16.3% | +18.4% | -2.0% | +9.8% |
| 3Y | +95.9% | +75.9% | +20.0% | +64.0% |
| 5Y | +16.0% | +231.7% | -215.7% | -24.2% |
| All | +16.0% | +229.3% | -213.3% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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