+13,634.3%
TSM vs LNG
+4,802.8%
+8,831.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +2.7% | +3.4% | -0.7% | +2.5% |
| 30D | +3.6% | +14.9% | -11.3% | +2.6% |
| 3M | -3.4% | +21.4% | -24.8% | -4.8% |
| 6M | +20.6% | +17.8% | +2.8% | +18.8% |
| YTD | +41.9% | +51.3% | -9.4% | +37.2% |
| 1Y | +84.4% | +24.4% | +59.9% | +80.7% |
| 3Y | +380.2% | +79.7% | +300.5% | +357.7% |
| 5Y | +275.3% | +241.3% | +34.0% | +240.4% |
| 10Y | +1,751.4% | +603.1% | +1,148.3% | +1,483.6% |
| All | +13,634.3% | +4,802.8% | +8,831.5% | +7,686.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling