-51.9%
TSLL vs LNG
+92.5%
-144.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -5.5% | +13.3% | +10.0% |
| 7D | +5.8% | -6.2% | +11.9% | +8.1% |
| 30D | +21.7% | +8.0% | +13.7% | +17.0% |
| 3M | -28.2% | +16.9% | -45.1% | -34.7% |
| 6M | -29.5% | +8.7% | -38.1% | -36.0% |
| YTD | -47.5% | +43.0% | -90.6% | -61.1% |
| 1Y | -20.8% | +19.4% | -40.2% | -33.3% |
| 3Y | -26.7% | +74.7% | -101.4% | -51.1% |
| All | -51.9% | +92.5% | -144.4% | -68.0% |
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