-52.7%
TSLL vs LYB
-3.9%
-48.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.4% |
| 7D | +6.1% | +0.3% | +5.9% | +6.0% |
| 30D | +20.6% | +2.5% | +18.2% | +19.0% |
| 3M | -25.4% | +1.4% | -26.8% | -26.6% |
| 6M | -34.2% | -3.5% | -30.7% | -38.4% |
| YTD | -48.4% | +52.0% | -100.4% | -67.4% |
| 1Y | -30.8% | +22.1% | -52.9% | -48.0% |
| 3Y | -37.4% | -22.8% | -14.6% | -33.6% |
| All | -52.7% | -3.9% | -48.8% | -54.8% |
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