+411.2%
TSM vs LNG
+73.1%
+338.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.5% | +7.8% | +2.7% |
| 7D | +6.0% | -6.2% | +12.2% | +6.5% |
| 30D | +4.5% | +8.0% | -3.5% | +3.7% |
| 3M | +3.1% | +16.9% | -13.8% | +1.2% |
| 6M | +30.2% | +8.7% | +21.5% | +27.8% |
| YTD | +45.2% | +43.0% | +2.2% | +32.6% |
| 1Y | +79.6% | +19.4% | +60.1% | +72.3% |
| All | +411.2% | +73.1% | +338.1% | +361.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling