-48.9%
TSLL vs LNG
+112.9%
-161.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.8% | +2.0% | +4.2% |
| 7D | +0.5% | +4.5% | -4.0% | -0.8% |
| 30D | +2.7% | +8.0% | -5.4% | -0.5% |
| 3M | +26.3% | +15.0% | +11.3% | +18.4% |
| 6M | -37.2% | +27.1% | -64.3% | -45.0% |
| YTD | -44.2% | +58.1% | -102.4% | -60.3% |
| 1Y | -44.0% | +45.0% | -89.0% | -57.6% |
| 3Y | 0.0% | +82.6% | -82.6% | -34.0% |
| All | -48.9% | +112.9% | -161.8% | -67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling