+42.8%
TSM vs LNG
+45.6%
-2.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.7% |
| 7D | +6.2% | +11.3% | -5.1% | +8.4% |
| 30D | -7.3% | +10.6% | -17.9% | -4.6% |
| 3M | -7.1% | +16.1% | -23.3% | -2.7% |
| 6M | +0.2% | +29.6% | -29.3% | +9.7% |
| YTD | +32.2% | +60.3% | -28.1% | +46.5% |
| 1Y | +42.8% | +46.1% | -3.3% | +55.0% |
| All | +42.8% | +45.6% | -2.9% | +55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling