+50.5%
LYB vs TYL
-8.8%
+59.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +6.1% | +0.8% | +5.3% | +6.1% |
| 30D | +5.3% | +21.1% | -15.8% | +4.5% |
| 3M | +4.3% | +28.9% | -24.6% | +3.2% |
| 6M | -10.8% | +42.0% | -52.8% | -12.1% |
| YTD | +53.8% | -6.6% | +60.3% | +67.2% |
| 1Y | +50.5% | -9.1% | +59.5% | +65.4% |
| All | +50.5% | -8.8% | +59.3% | +65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling