+10.3%
LYB vs TW
+206.7%
-196.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +0.3% | -4.5% | +4.7% | +1.4% |
| 30D | +2.5% | -2.3% | +4.7% | +2.9% |
| 3M | +1.4% | +2.6% | -1.2% | +0.2% |
| 6M | -3.5% | -17.5% | +14.1% | +0.8% |
| YTD | +52.0% | -5.3% | +57.3% | +52.5% |
| 1Y | +22.1% | -14.8% | +36.8% | +25.9% |
| 3Y | -22.8% | +18.8% | -41.6% | -29.9% |
| 5Y | -3.4% | +20.7% | -24.1% | -15.0% |
| All | +10.3% | +206.7% | -196.4% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling