+410.2%
LYB vs TRGP
+2,232.9%
-1,822.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.7% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +2.5% | +8.0% | -5.6% | -0.5% |
| 3M | +1.4% | +8.3% | -6.9% | -1.6% |
| 6M | -3.5% | +23.9% | -27.4% | -10.9% |
| YTD | +52.0% | +59.6% | -7.7% | +28.0% |
| 1Y | +22.1% | +79.4% | -57.4% | -1.9% |
| 3Y | -22.8% | +269.4% | -292.2% | -53.2% |
| 5Y | -3.4% | +641.6% | -645.0% | -55.0% |
| 10Y | +47.4% | +845.2% | -797.9% | -47.4% |
| All | +410.2% | +2,232.9% | -1,822.7% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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