+50.6%
LYB vs TRMB
-31.2%
+81.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -17.3% | +12.6% | -4.7% |
| 7D | -6.2% | -15.7% | +9.5% | -6.0% |
| 30D | +6.3% | -7.8% | +14.1% | +7.2% |
| 3M | +4.1% | -9.3% | +13.4% | +4.9% |
| 6M | -15.5% | -20.8% | +5.4% | -13.7% |
| YTD | +50.2% | -30.8% | +81.0% | +59.6% |
| 1Y | +50.6% | -31.0% | +81.6% | +61.4% |
| All | +50.6% | -31.2% | +81.8% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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