+949.4%
TRV vs LYB
+631.6%
+317.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | -1.5% | -0.7% | -0.8% | -1.3% |
| 30D | -1.8% | +1.5% | -3.3% | -2.4% |
| 3M | +21.6% | -0.3% | +21.9% | +21.0% |
| 6M | +22.5% | +0.1% | +22.4% | +20.0% |
| YTD | +28.1% | +53.4% | -25.3% | +9.8% |
| 1Y | +37.0% | +25.6% | +11.4% | +23.8% |
| 3Y | +141.9% | -21.3% | +163.2% | +145.9% |
| 5Y | +158.5% | -2.4% | +160.9% | +140.9% |
| 10Y | +297.5% | +48.8% | +248.8% | +201.7% |
| All | +949.4% | +631.6% | +317.8% | +367.5% |
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