-35.3%
TSLL vs LNG
+82.1%
-117.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.4% | -12.2% | -12.0% |
| 7D | +1.9% | +3.4% | -1.5% | +0.6% |
| 30D | +17.8% | +14.9% | +2.9% | +11.1% |
| 3M | -37.0% | +21.4% | -58.4% | -42.9% |
| 6M | -37.7% | +17.8% | -55.5% | -45.8% |
| YTD | -51.4% | +51.3% | -102.7% | -66.2% |
| 1Y | -23.4% | +24.4% | -47.8% | -36.6% |
| All | -35.3% | +82.1% | -117.5% | -60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling