+641.4%
LYB vs TYL
+2,106.3%
-1,465.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +6.1% | +0.8% | +5.3% | +5.8% |
| 30D | +5.3% | +21.1% | -15.8% | -1.3% |
| 3M | +4.3% | +28.9% | -24.6% | -4.7% |
| 6M | -10.8% | +42.0% | -52.8% | -22.0% |
| YTD | +53.8% | -6.6% | +60.3% | +53.0% |
| 1Y | +50.5% | -9.1% | +59.5% | +51.1% |
| 3Y | -16.4% | +1.8% | -18.2% | -21.3% |
| 5Y | -4.8% | -22.9% | +18.1% | -3.9% |
| 10Y | +38.2% | +182.3% | -144.1% | -24.5% |
| All | +641.4% | +2,106.3% | -1,465.0% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling