+632.8%
LYB vs TNA
+321.4%
+311.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | +0.3% | -7.3% | +7.5% | +2.7% |
| 30D | +2.5% | -14.2% | +16.6% | +7.4% |
| 3M | +1.4% | -4.6% | +5.9% | +1.5% |
| 6M | -3.5% | +36.9% | -40.4% | -17.6% |
| YTD | +52.0% | +42.5% | +9.4% | +26.8% |
| 1Y | +22.1% | +45.8% | -23.7% | -0.5% |
| 3Y | -22.8% | +104.7% | -127.4% | -50.9% |
| 5Y | -3.4% | -21.7% | +18.3% | -26.2% |
| 10Y | +47.4% | +83.8% | -36.5% | -39.6% |
| All | +632.8% | +321.4% | +311.5% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling