+632.8%
LYB vs TD
+501.5%
+131.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.6% |
| 7D | +0.3% | -0.5% | +0.8% | +0.7% |
| 30D | +2.5% | -1.9% | +4.4% | +3.8% |
| 3M | +1.4% | +4.8% | -3.4% | -4.1% |
| 6M | -3.5% | +28.0% | -31.5% | -25.5% |
| YTD | +52.0% | +30.3% | +21.7% | +14.9% |
| 1Y | +22.1% | +59.8% | -37.7% | -24.3% |
| 3Y | -22.8% | +124.7% | -147.5% | -66.5% |
| 5Y | -3.4% | +127.0% | -130.3% | -59.6% |
| 10Y | +47.4% | +303.2% | -255.8% | -64.3% |
| All | +632.8% | +501.5% | +131.4% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling