+47.7%
LYB vs TYL
+100.8%
-53.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | -0.7% | -11.5% | +10.8% | +2.3% |
| 30D | +1.5% | +3.9% | -2.3% | +0.4% |
| 3M | -0.3% | +10.8% | -11.1% | -3.5% |
| 6M | +0.1% | -5.3% | +5.3% | +0.3% |
| YTD | +53.4% | -26.1% | +79.5% | +63.6% |
| 1Y | +25.6% | -38.5% | +64.2% | +41.0% |
| 3Y | -21.3% | -14.5% | -6.8% | -21.2% |
| 5Y | -2.4% | -28.9% | +26.4% | 0.0% |
| All | +47.7% | +100.8% | -53.1% | +9.1% |
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