+69.2%
TSM vs LNG
+19.2%
+50.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.3% |
| 7D | +1.0% | -4.7% | +5.7% | -0.4% |
| 30D | +1.0% | +3.8% | -2.9% | +2.3% |
| 3M | +2.9% | +16.2% | -13.3% | +8.4% |
| 6M | +22.8% | +11.7% | +11.1% | +26.5% |
| YTD | +43.3% | +44.2% | -0.9% | +46.0% |
| 1Y | +69.2% | +18.6% | +50.6% | +87.8% |
| All | +69.2% | +19.2% | +50.0% | +87.8% |
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