+6.1%
TT vs LNG
+19.6%
-13.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -0.9% |
| 7D | -1.0% | -4.5% | +3.5% | -1.4% |
| 30D | -8.9% | +4.7% | -13.6% | -8.4% |
| 3M | -1.8% | +15.1% | -17.0% | -0.4% |
| 6M | +1.9% | +13.6% | -11.7% | +0.7% |
| YTD | +13.8% | +44.0% | -30.1% | +6.2% |
| 1Y | +6.1% | +18.4% | -12.2% | 0.0% |
| All | +6.1% | +19.6% | -13.4% | 0.0% |
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