-23.4%
TSLL vs LNG
+23.0%
-46.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.4% | -12.2% | -11.6% |
| 7D | +1.9% | +3.4% | -1.5% | +4.2% |
| 30D | +17.8% | +14.9% | +2.9% | +30.4% |
| 3M | -37.0% | +21.4% | -58.4% | -26.7% |
| 6M | -37.7% | +17.8% | -55.5% | -30.3% |
| YTD | -51.4% | +51.3% | -102.7% | -43.9% |
| 1Y | -23.4% | +24.4% | -47.8% | -9.2% |
| All | -23.4% | +23.0% | -46.4% | -9.2% |
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 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