+21.3%
TFC vs LYB
+47.4%
-26.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.7% | +7.7% | +2.7% |
| 7D | +5.1% | -6.2% | +11.3% | +4.7% |
| 30D | +9.8% | +6.3% | +3.5% | +10.1% |
| 3M | -2.4% | +4.1% | -6.5% | -2.2% |
| 6M | +4.9% | -15.5% | +20.4% | +4.5% |
| YTD | +6.6% | +50.2% | -43.7% | -2.3% |
| 1Y | +21.3% | +50.6% | -29.3% | +10.9% |
| All | +21.3% | +47.4% | -26.1% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling