-22.8%
LYB vs TD
+127.3%
-150.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +2.5% | -1.9% | +4.4% | +2.9% |
| 3M | +1.4% | +4.8% | -3.4% | -0.4% |
| 6M | -3.5% | +28.0% | -31.5% | -12.5% |
| YTD | +52.0% | +30.3% | +21.7% | +36.2% |
| 1Y | +22.1% | +59.8% | -37.7% | -2.0% |
| 3Y | -22.8% | +124.7% | -147.5% | -48.9% |
| All | -22.8% | +127.3% | -150.1% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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