+145.0%
TT vs LNG
+218.5%
-73.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.0% | +0.3% |
| 7D | +1.6% | -6.2% | +7.7% | +2.4% |
| 30D | -7.3% | +8.0% | -15.3% | -8.4% |
| 3M | -2.6% | +16.9% | -19.5% | -5.1% |
| 6M | +5.9% | +8.7% | -2.8% | +3.8% |
| YTD | +15.4% | +43.0% | -27.6% | +7.4% |
| 1Y | +8.2% | +19.4% | -11.2% | +4.0% |
| 3Y | +122.7% | +74.7% | +47.9% | +100.3% |
| 5Y | +145.0% | +222.4% | -77.5% | +95.4% |
| All | +145.0% | +218.5% | -73.5% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling