-21.2%
TSLL vs LYB
+25.0%
-46.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +5.1% | -3.1% | +8.2% | +4.5% |
| 30D | +20.0% | +4.0% | +15.9% | +20.8% |
| 3M | -23.8% | +2.4% | -26.2% | -22.1% |
| 6M | -30.3% | -1.4% | -28.8% | -31.0% |
| YTD | -47.7% | +53.9% | -101.6% | -51.9% |
| 1Y | -21.2% | +26.1% | -47.3% | -19.5% |
| All | -21.2% | +25.0% | -46.2% | -19.5% |
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 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