+1,643.1%
TSM vs LNG
+811.3%
+831.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.6% |
| 7D | +6.2% | +11.3% | -5.1% | +3.9% |
| 30D | -7.3% | +10.6% | -17.9% | -9.4% |
| 3M | -7.1% | +16.1% | -23.3% | -10.3% |
| 6M | +0.2% | +29.6% | -29.3% | -6.0% |
| YTD | +32.2% | +60.3% | -28.1% | +16.4% |
| 1Y | +42.8% | +46.1% | -3.3% | +28.5% |
| 3Y | +330.4% | +85.9% | +244.5% | +261.7% |
| 5Y | +263.9% | +210.8% | +53.1% | +162.5% |
| All | +1,643.1% | +811.3% | +831.7% | +871.3% |
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