+1,779.8%
TSM vs LNG
+562.2%
+1,217.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +1.0% | -4.7% | +5.7% | +2.0% |
| 30D | +1.0% | +3.8% | -2.9% | 0.0% |
| 3M | +2.9% | +16.2% | -13.3% | -1.0% |
| 6M | +22.8% | +11.7% | +11.1% | +18.3% |
| YTD | +43.3% | +44.2% | -0.9% | +29.3% |
| 1Y | +69.2% | +18.6% | +50.6% | +60.1% |
| 3Y | +404.5% | +77.4% | +327.1% | +328.3% |
| 5Y | +282.2% | +232.3% | +49.9% | +170.2% |
| All | +1,779.8% | +562.2% | +1,217.6% | +1,011.6% |
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 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