-9.4%
TJX vs LNG
+19.2%
-28.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -4.6% | -4.7% | +0.1% | -5.0% |
| 30D | -17.2% | +3.8% | -21.0% | -16.8% |
| 3M | -24.9% | +16.2% | -41.1% | -23.7% |
| 6M | -19.7% | +11.7% | -31.4% | -19.3% |
| YTD | -17.2% | +44.2% | -61.4% | -15.8% |
| 1Y | -9.4% | +18.6% | -28.0% | -6.7% |
| All | -9.4% | +19.2% | -28.6% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling