+46.3%
LYB vs TMF
-86.4%
+132.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +0.3% | -5.1% | +5.4% | -0.7% |
| 30D | +2.5% | -4.6% | +7.1% | +1.7% |
| 3M | +1.4% | -16.6% | +18.0% | -1.6% |
| 6M | -3.5% | -19.9% | +16.4% | -6.6% |
| YTD | +52.0% | -20.2% | +72.1% | +47.1% |
| 1Y | +22.1% | -27.7% | +49.8% | +16.3% |
| 3Y | -22.8% | -43.9% | +21.2% | -28.7% |
| 5Y | -3.4% | -88.4% | +85.1% | -41.8% |
| All | +46.3% | -86.4% | +132.7% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling