-83.9%
TTD vs LYB
-22.4%
-61.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.8% |
| 7D | -7.4% | -0.7% | -6.7% | -7.2% |
| 30D | +3.0% | +1.5% | +1.5% | +2.3% |
| 3M | -27.6% | -0.3% | -27.3% | -27.7% |
| 6M | -49.5% | +0.1% | -49.5% | -51.1% |
| YTD | -63.2% | +53.4% | -116.6% | -70.6% |
| 1Y | -69.7% | +25.6% | -95.4% | -73.5% |
| All | -83.9% | -22.4% | -61.4% | -83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling