+46.6%
TEM vs LYB
-21.5%
+68.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -8.7% | +0.3% | -8.9% | -8.8% |
| 30D | +8.1% | +2.5% | +5.6% | +7.1% |
| 3M | +19.0% | +1.4% | +17.6% | +17.9% |
| 6M | +12.0% | -3.5% | +15.5% | +8.2% |
| YTD | -0.1% | +52.0% | -52.1% | -28.4% |
| 1Y | -33.5% | +22.1% | -55.6% | -44.6% |
| All | +46.6% | -21.5% | +68.1% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling