-49.1%
TSLL vs LNG
+115.8%
-165.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | +17.8% | +11.3% | +6.5% | +12.9% |
| 30D | +8.2% | +10.6% | -2.4% | +3.9% |
| 3M | +20.9% | +16.1% | +4.7% | +13.0% |
| 6M | -37.5% | +29.6% | -67.1% | -45.6% |
| YTD | -44.5% | +60.3% | -104.8% | -60.7% |
| 1Y | -33.0% | +46.1% | -79.1% | -49.3% |
| 3Y | -6.4% | +85.9% | -92.3% | -38.6% |
| All | -49.1% | +115.8% | -165.0% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling