-16.4%
LYB vs TYL
+1.3%
-17.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +6.1% | +0.8% | +5.3% | +6.0% |
| 30D | +5.3% | +21.1% | -15.8% | +2.9% |
| 3M | +4.3% | +28.9% | -24.6% | +1.0% |
| 6M | -10.8% | +42.0% | -52.8% | -15.0% |
| YTD | +53.8% | -6.6% | +60.3% | +58.1% |
| 1Y | +50.5% | -9.1% | +59.5% | +55.6% |
| 3Y | -16.4% | +1.8% | -18.2% | -12.3% |
| All | -16.4% | +1.3% | -17.7% | -12.3% |
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