-5.3%
LYB vs TENB
-9.4%
+4.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.0% | +0.1% |
| 7D | +0.3% | -12.1% | +12.4% | +2.4% |
| 30D | +2.5% | -18.6% | +21.1% | +5.6% |
| 3M | +1.4% | +12.1% | -10.7% | -2.6% |
| 6M | -3.5% | +46.8% | -50.3% | -12.9% |
| YTD | +52.0% | +28.0% | +24.0% | +40.0% |
| 1Y | +22.1% | -1.4% | +23.5% | +18.7% |
| 3Y | -22.8% | -33.9% | +11.2% | -20.2% |
| 5Y | -3.4% | -34.6% | +31.3% | -5.8% |
| All | -5.3% | -9.4% | +4.1% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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