+46.3%
LYB vs TCOM
-9.8%
+56.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.1% |
| 7D | +0.3% | -4.9% | +5.2% | +1.4% |
| 30D | +2.5% | -14.4% | +16.9% | +6.1% |
| 3M | +1.4% | -17.7% | +19.0% | +5.5% |
| 6M | -3.5% | -25.1% | +21.6% | +2.3% |
| YTD | +52.0% | -45.7% | +97.7% | +72.0% |
| 1Y | +22.1% | -47.9% | +69.9% | +39.4% |
| 3Y | -22.8% | +8.9% | -31.7% | -30.0% |
| 5Y | -3.4% | +26.9% | -30.2% | -22.2% |
| All | +46.3% | -9.8% | +56.1% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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