+161.7%
TTMI vs LNG
+19.2%
+142.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.4% |
| 7D | +0.7% | -4.7% | +5.3% | -0.6% |
| 30D | -8.4% | +3.8% | -12.3% | -7.2% |
| 3M | -32.5% | +16.2% | -48.6% | -28.7% |
| 6M | +32.5% | +11.7% | +20.8% | +37.7% |
| YTD | +83.2% | +44.2% | +39.0% | +92.0% |
| 1Y | +161.7% | +18.6% | +143.1% | +172.0% |
| All | +161.7% | +19.2% | +142.5% | +172.0% |
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