+50.6%
LYB vs TW
+20.8%
+29.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.0% | -5.7% | -4.8% |
| 7D | -6.2% | +6.0% | -12.2% | -6.7% |
| 30D | +6.3% | +18.6% | -12.2% | +5.1% |
| 3M | +4.1% | +26.5% | -22.5% | +2.3% |
| 6M | -15.5% | +13.1% | -28.6% | -16.0% |
| YTD | +50.2% | +18.5% | +31.7% | +54.4% |
| 1Y | +50.6% | +21.7% | +28.9% | +54.4% |
| All | +50.6% | +20.8% | +29.8% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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