-41.6%
TSLL vs LYB
+51.8%
-93.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.3% | +2.5% | +6.6% |
| 7D | +0.5% | -0.6% | +1.1% | +0.2% |
| 30D | +2.7% | +5.3% | -2.7% | +4.5% |
| 3M | +26.3% | -1.2% | +27.4% | +26.1% |
| 6M | -37.2% | -13.1% | -24.1% | -38.0% |
| YTD | -44.2% | +49.3% | -93.6% | -37.9% |
| All | -41.6% | +51.8% | -93.4% | -33.8% |
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 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