-3.5%
LYB vs TCOM
-26.7%
+23.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -0.9% |
| 7D | +0.3% | -4.9% | +5.2% | +0.1% |
| 30D | +2.5% | -14.4% | +16.9% | +1.8% |
| 3M | +1.4% | -17.7% | +19.0% | -0.6% |
| 6M | -3.5% | -25.1% | +21.6% | -9.3% |
| All | -3.5% | -26.7% | +23.2% | -9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling