+437.3%
TTMI vs LNG
+18,491.5%
-18,054.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +7.5% | -6.7% | +14.2% | +8.6% |
| 30D | -4.5% | +3.9% | -8.3% | -5.2% |
| 3M | -28.5% | +15.5% | -44.0% | -30.4% |
| 6M | +28.4% | +10.5% | +17.8% | +25.3% |
| YTD | +80.1% | +43.0% | +37.1% | +68.8% |
| 1Y | +161.0% | +18.9% | +142.2% | +151.5% |
| 3Y | +862.4% | +74.7% | +787.8% | +769.4% |
| 5Y | +812.9% | +231.2% | +581.7% | +640.0% |
| 10Y | +1,094.7% | +544.5% | +550.2% | +760.2% |
| All | +437.3% | +18,491.5% | -18,054.2% | +83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling