-3.5%
LYB vs TXG
+237.2%
-240.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.3% | -0.5% |
| 7D | +0.3% | +9.5% | -9.2% | +1.5% |
| 30D | +2.5% | +18.8% | -16.3% | +5.1% |
| 3M | +1.4% | +136.1% | -134.7% | +20.7% |
| 6M | -3.5% | +235.2% | -238.7% | +29.5% |
| All | -3.5% | +237.2% | -240.7% | +29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling