-46.0%
TSLL vs LNG
+42.0%
-88.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.2% | -0.2% | -9.9% |
| 7D | -9.4% | -1.9% | -7.5% | -10.0% |
| 30D | +1.6% | +6.2% | -4.6% | +7.1% |
| 3M | +29.4% | +13.7% | +15.7% | +43.9% |
| 6M | -20.1% | +7.5% | -27.7% | -11.9% |
| YTD | -44.5% | +51.3% | -95.8% | -34.7% |
| 1Y | -46.0% | +42.6% | -88.6% | -33.5% |
| All | -46.0% | +42.0% | -88.0% | -33.5% |
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