-4.9%
LYB vs TNA
-23.3%
+18.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | +0.3% | -7.3% | +7.5% | +1.8% |
| 30D | +2.5% | -14.2% | +16.6% | +5.5% |
| 3M | +1.4% | -4.6% | +5.9% | +1.5% |
| 6M | -3.5% | +36.9% | -40.4% | -12.9% |
| YTD | +52.0% | +42.5% | +9.4% | +35.0% |
| 1Y | +22.1% | +45.8% | -23.7% | +6.8% |
| 3Y | -22.8% | +104.7% | -127.4% | -42.6% |
| All | -4.9% | -23.3% | +18.4% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling