+46.3%
LYB vs TSN
-4.9%
+51.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.4% |
| 7D | +0.3% | +3.0% | -2.8% | -1.1% |
| 30D | +2.5% | -4.2% | +6.6% | +4.4% |
| 3M | +1.4% | -3.9% | +5.3% | +2.5% |
| 6M | -3.5% | -9.8% | +6.4% | -0.4% |
| YTD | +52.0% | -7.3% | +59.3% | +53.9% |
| 1Y | +22.1% | -2.2% | +24.3% | +20.3% |
| 3Y | -22.8% | +11.9% | -34.6% | -30.2% |
| 5Y | -3.4% | -16.9% | +13.6% | -1.3% |
| All | +46.3% | -4.9% | +51.2% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling