+643.2%
LYB vs TYL
+1,709.7%
-1,066.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.1% | +3.1% |
| 7D | -0.9% | -7.6% | +6.7% | +1.6% |
| 30D | +9.5% | +11.3% | -1.8% | +5.5% |
| 3M | +1.3% | +14.5% | -13.2% | -4.2% |
| 6M | -1.7% | -7.1% | +5.4% | -0.9% |
| YTD | +54.1% | -23.4% | +77.5% | +64.4% |
| 1Y | +25.7% | -38.6% | +64.2% | +44.8% |
| 3Y | -20.9% | -11.3% | -9.6% | -22.2% |
| 5Y | -1.5% | -28.0% | +26.4% | +0.7% |
| 10Y | +45.0% | +104.9% | -59.9% | -10.4% |
| All | +643.2% | +1,709.7% | -1,066.5% | -3.0% |
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