+172.6%
TTMI vs LNG
+23.0%
+149.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.5% | +9.0% |
| 7D | +5.9% | +3.4% | +2.4% | +6.9% |
| 30D | -4.3% | +14.9% | -19.2% | -0.4% |
| 3M | -32.0% | +21.4% | -53.4% | -27.5% |
| 6M | +19.5% | +17.8% | +1.7% | +25.3% |
| YTD | +82.0% | +51.3% | +30.7% | +91.3% |
| 1Y | +172.6% | +24.4% | +148.2% | +193.2% |
| All | +172.6% | +23.0% | +149.6% | +193.2% |
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