+46.3%
LYB vs TAP
-49.9%
+96.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.5% |
| 7D | +0.3% | -3.9% | +4.1% | +2.0% |
| 30D | +2.5% | -5.3% | +7.7% | +4.8% |
| 3M | +1.4% | -3.8% | +5.2% | +2.4% |
| 6M | -3.5% | -11.4% | +7.9% | +0.6% |
| YTD | +52.0% | -13.7% | +65.7% | +60.4% |
| 1Y | +22.1% | -17.2% | +39.2% | +31.1% |
| 3Y | -22.8% | -33.1% | +10.3% | -9.5% |
| 5Y | -3.4% | +0.8% | -4.1% | -11.6% |
| All | +46.3% | -49.9% | +96.2% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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