+37.8%
LYB vs TYL
+183.6%
-145.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +6.1% | +0.8% | +5.3% | +5.9% |
| 30D | +5.3% | +21.1% | -15.8% | +0.3% |
| 3M | +4.3% | +28.9% | -24.6% | -2.5% |
| 6M | -10.8% | +42.0% | -52.8% | -19.3% |
| YTD | +53.8% | -6.6% | +60.3% | +54.3% |
| 1Y | +50.5% | -9.1% | +59.5% | +52.2% |
| 3Y | -16.4% | +1.8% | -18.2% | -19.6% |
| 5Y | -4.8% | -22.9% | +18.1% | -2.8% |
| All | +37.8% | +183.6% | -145.8% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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