+50.6%
LYB vs TRI
-22.4%
+73.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.4% | -11.1% | -5.2% |
| 7D | -6.2% | +1.0% | -7.2% | -6.3% |
| 30D | +6.3% | +20.8% | -14.4% | +4.6% |
| 3M | +4.1% | +8.1% | -4.0% | +3.2% |
| 6M | -15.5% | +24.2% | -39.6% | -17.2% |
| YTD | +50.2% | -7.8% | +58.0% | +69.0% |
| 1Y | +50.6% | -16.7% | +67.3% | +89.1% |
| All | +50.6% | -22.4% | +73.0% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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