-2.4%
LYB vs TMF
-88.5%
+86.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.4% |
| 7D | -0.7% | -4.8% | +4.1% | -0.9% |
| 30D | +1.5% | -4.9% | +6.4% | +1.4% |
| 3M | -0.3% | -13.4% | +13.1% | -0.7% |
| 6M | +0.1% | -23.0% | +23.1% | -0.5% |
| YTD | +53.4% | -20.2% | +73.6% | +52.7% |
| 1Y | +25.6% | -26.5% | +52.1% | +24.9% |
| 3Y | -21.3% | -45.2% | +23.9% | -22.6% |
| 5Y | -2.4% | -88.4% | +86.0% | -20.0% |
| All | -2.4% | -88.5% | +86.1% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling