-4.9%
LYB vs TRMB
-39.0%
+34.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.4% | -1.4% |
| 7D | +0.3% | -3.0% | +3.3% | +1.2% |
| 30D | +2.5% | +2.3% | +0.1% | +1.6% |
| 3M | +1.4% | +15.3% | -13.9% | -3.7% |
| 6M | -3.5% | -14.7% | +11.2% | +0.4% |
| YTD | +52.0% | -26.4% | +78.4% | +66.1% |
| 1Y | +22.1% | -30.4% | +52.5% | +35.7% |
| 3Y | -22.8% | +13.5% | -36.3% | -28.8% |
| All | -4.9% | -39.0% | +34.0% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling