+302.0%
TRV vs LYB
+48.3%
+253.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.4% |
| 7D | +1.9% | +0.3% | +1.7% | +1.8% |
| 30D | +1.7% | +2.5% | -0.8% | +0.8% |
| 3M | +23.9% | +1.4% | +22.5% | +22.6% |
| 6M | +26.3% | -3.5% | +29.8% | +24.8% |
| YTD | +30.8% | +52.0% | -21.2% | +10.1% |
| 1Y | +36.3% | +22.1% | +14.3% | +22.7% |
| 3Y | +145.0% | -22.8% | +167.8% | +152.5% |
| 5Y | +163.9% | -3.4% | +167.2% | +142.9% |
| All | +302.0% | +48.3% | +253.8% | +185.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling