+12,702.2%
TSM vs LNG
+5,095.8%
+7,606.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.7% |
| 7D | +6.2% | +11.3% | -5.1% | +5.4% |
| 30D | -7.3% | +10.6% | -17.9% | -8.0% |
| 3M | -7.1% | +16.1% | -23.3% | -8.2% |
| 6M | +0.2% | +29.6% | -29.3% | -1.8% |
| YTD | +32.2% | +60.3% | -28.1% | +27.3% |
| 1Y | +42.8% | +46.1% | -3.3% | +38.3% |
| 3Y | +330.4% | +85.9% | +244.5% | +309.0% |
| 5Y | +263.9% | +210.8% | +53.1% | +232.1% |
| 10Y | +1,580.2% | +808.8% | +771.4% | +1,313.4% |
| All | +12,702.2% | +5,095.8% | +7,606.4% | +7,123.6% |
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