-32.3%
TSCO vs LYB
-0.9%
-31.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.7% |
| 7D | -5.7% | +0.3% | -5.9% | -5.6% |
| 30D | -8.8% | +2.5% | -11.2% | -8.2% |
| 3M | +6.3% | +1.4% | +4.9% | +6.7% |
| 6M | -32.3% | -3.5% | -28.8% | -31.5% |
| All | -32.3% | -0.9% | -31.4% | -31.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling