+4,714.8%
TDG vs LYB
+624.6%
+4,090.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.5% |
| 7D | -1.9% | +0.3% | -2.1% | -2.0% |
| 30D | -7.7% | +2.5% | -10.2% | -8.7% |
| 3M | -9.3% | +1.4% | -10.7% | -10.6% |
| 6M | -9.4% | -3.5% | -5.9% | -11.5% |
| YTD | -14.3% | +52.0% | -66.2% | -30.7% |
| 1Y | -11.8% | +22.1% | -33.9% | -23.1% |
| 3Y | +52.0% | -22.8% | +74.7% | +54.2% |
| 5Y | +128.8% | -3.4% | +132.2% | +108.1% |
| 10Y | +543.8% | +47.4% | +496.5% | +365.3% |
| All | +4,714.8% | +624.6% | +4,090.2% | +1,573.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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