+917.7%
TT vs LYB
+48.3%
+869.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.9% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | -7.3% | +2.5% | -9.8% | -8.2% |
| 3M | -3.6% | +1.4% | -5.0% | -4.8% |
| 6M | +2.8% | -3.5% | +6.3% | +0.9% |
| YTD | +14.5% | +52.0% | -37.5% | -5.4% |
| 1Y | +7.4% | +22.1% | -14.6% | -4.6% |
| 3Y | +116.2% | -22.8% | +139.0% | +122.3% |
| 5Y | +147.4% | -3.4% | +150.7% | +127.3% |
| All | +917.7% | +48.3% | +869.4% | +616.8% |
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