+34.3%
TRV vs LNG
+23.0%
+11.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -0.1% | +3.4% | -3.6% | -0.3% |
| 30D | -3.4% | +14.9% | -18.3% | -4.1% |
| 3M | +26.4% | +21.4% | +5.0% | +25.1% |
| 6M | +19.3% | +17.8% | +1.5% | +17.2% |
| YTD | +28.3% | +51.3% | -23.0% | +22.1% |
| 1Y | +34.3% | +24.4% | +9.8% | +38.8% |
| All | +34.3% | +23.0% | +11.2% | +38.8% |
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