+145.9%
TT vs LYB
-1.9%
+147.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -1.0% | -0.7% | -0.3% | -0.9% |
| 30D | -8.9% | +1.5% | -10.4% | -9.3% |
| 3M | -1.8% | -0.3% | -1.6% | -2.1% |
| 6M | +1.9% | +0.1% | +1.8% | -0.4% |
| YTD | +13.8% | +53.4% | -39.6% | -1.9% |
| 1Y | +6.1% | +25.6% | -19.5% | -3.5% |
| 3Y | +119.6% | -21.3% | +140.9% | +127.8% |
| 5Y | +145.9% | -2.4% | +148.3% | +131.6% |
| All | +145.9% | -1.9% | +147.8% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling