-79.9%
TTD vs LYB
-4.6%
-75.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.6% | +3.0% |
| 7D | -0.6% | +0.3% | -0.9% | -0.8% |
| 30D | +6.3% | +2.5% | +3.8% | +4.9% |
| 3M | -24.1% | +1.4% | -25.5% | -25.1% |
| 6M | -47.4% | -3.5% | -43.9% | -48.5% |
| YTD | -62.2% | +52.0% | -114.2% | -71.0% |
| 1Y | -68.3% | +22.1% | -90.4% | -72.8% |
| 3Y | -83.4% | -22.8% | -60.7% | -82.2% |
| All | -79.9% | -4.6% | -75.2% | -79.7% |
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