+1,124.0%
TTMI vs LNG
+562.2%
+561.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | +0.7% | -4.7% | +5.3% | +1.9% |
| 30D | -8.4% | +3.8% | -12.3% | -9.7% |
| 3M | -32.5% | +16.2% | -48.6% | -35.9% |
| 6M | +32.5% | +11.7% | +20.8% | +25.9% |
| YTD | +83.2% | +44.2% | +39.0% | +59.9% |
| 1Y | +161.7% | +18.6% | +143.1% | +142.9% |
| 3Y | +890.1% | +77.4% | +812.7% | +688.9% |
| 5Y | +832.4% | +232.3% | +600.2% | +479.3% |
| All | +1,124.0% | +562.2% | +561.8% | +565.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling