+2,418.0%
TT vs LYB
+633.9%
+1,784.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.4% | -3.1% | +4.5% | +2.5% |
| 30D | -6.7% | +4.0% | -10.7% | -8.2% |
| 3M | -5.4% | +2.4% | -7.8% | -7.2% |
| 6M | +4.4% | -1.4% | +5.8% | +1.4% |
| YTD | +14.9% | +53.9% | -39.0% | -7.2% |
| 1Y | +9.3% | +26.1% | -16.8% | -5.5% |
| 3Y | +121.7% | -21.0% | +142.8% | +124.9% |
| 5Y | +148.2% | -0.7% | +148.9% | +123.0% |
| 10Y | +957.3% | +49.3% | +908.0% | +614.6% |
| All | +2,418.0% | +633.9% | +1,784.0% | +608.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling