+858.0%
TTMI vs LNG
+74.3%
+783.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | +6.0% | -4.5% | +10.5% | +6.5% |
| 30D | -6.4% | +4.7% | -11.1% | -7.1% |
| 3M | -28.9% | +15.1% | -44.1% | -30.5% |
| 6M | +26.9% | +13.6% | +13.3% | +22.5% |
| YTD | +77.3% | +44.0% | +33.4% | +58.9% |
| 1Y | +147.5% | +18.4% | +129.1% | +136.0% |
| All | +858.0% | +74.3% | +783.8% | +620.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling