+50.6%
LYB vs TNA
+37.5%
+13.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.4% | -9.1% | -4.2% |
| 7D | -6.2% | +2.4% | -8.6% | -5.9% |
| 30D | +6.3% | -0.9% | +7.2% | +6.4% |
| 3M | +4.1% | -19.2% | +23.3% | +2.1% |
| 6M | -15.5% | -0.8% | -14.6% | -15.3% |
| YTD | +50.2% | +33.2% | +17.0% | +50.7% |
| 1Y | +50.6% | +38.5% | +12.1% | +50.1% |
| All | +50.6% | +37.5% | +13.1% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling