-22.8%
LYB vs TXG
+43.8%
-66.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.3% | -1.3% |
| 7D | +0.3% | +9.5% | -9.2% | -0.7% |
| 30D | +2.5% | +18.8% | -16.3% | +0.5% |
| 3M | +1.4% | +136.1% | -134.7% | -8.6% |
| 6M | -3.5% | +235.2% | -238.7% | -18.2% |
| YTD | +52.0% | +320.5% | -268.6% | +23.0% |
| 1Y | +22.1% | +425.2% | -403.1% | -6.5% |
| 3Y | -22.8% | +42.9% | -65.7% | -35.7% |
| All | -22.8% | +43.8% | -66.5% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 3y: compounded portfolio wealth divided by compounded TXG 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…
3y analysis · Full analysis span regression · 6 months rolling