+632.8%
LYB vs TDY
+1,312.7%
-679.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.2% | -1.7% |
| 7D | +0.3% | -1.1% | +1.4% | +0.9% |
| 30D | +2.5% | -12.0% | +14.5% | +10.9% |
| 3M | +1.4% | -3.2% | +4.6% | +2.4% |
| 6M | -3.5% | -7.9% | +4.4% | -0.9% |
| YTD | +52.0% | +18.2% | +33.8% | +31.6% |
| 1Y | +22.1% | +6.7% | +15.4% | +12.5% |
| 3Y | -22.8% | +47.5% | -70.3% | -44.2% |
| 5Y | -3.4% | +39.5% | -42.9% | -30.0% |
| 10Y | +47.4% | +477.2% | -429.8% | -63.3% |
| All | +632.8% | +1,312.7% | -679.9% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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