-21.8%
LYB vs TYL
-12.9%
-8.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -3.1% | -8.6% | +5.5% | -2.0% |
| 30D | +4.0% | +7.5% | -3.5% | +2.9% |
| 3M | +2.4% | +10.9% | -8.5% | +0.6% |
| 6M | -1.4% | -6.7% | +5.3% | -0.6% |
| YTD | +53.9% | -24.5% | +78.5% | +62.9% |
| 1Y | +26.1% | -38.6% | +64.7% | +40.2% |
| All | -21.8% | -12.9% | -8.8% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling