-22.8%
LYB vs TLN
+471.2%
-494.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +0.3% | -1.3% | +1.6% | +0.3% |
| 30D | +2.5% | -14.3% | +16.8% | +3.0% |
| 3M | +1.4% | -9.3% | +10.7% | +1.6% |
| 6M | -3.5% | -1.1% | -2.4% | -4.1% |
| YTD | +52.0% | -16.6% | +68.6% | +52.3% |
| 1Y | +22.1% | -22.0% | +44.0% | +22.9% |
| 3Y | -22.8% | +470.2% | -492.9% | -39.0% |
| All | -22.8% | +471.2% | -494.0% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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