+361.1%
TTD vs LYB
+45.6%
+315.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -4.6% | -3.1% | -1.5% | -3.4% |
| 30D | +3.7% | +4.0% | -0.4% | +1.6% |
| 3M | -30.2% | +2.4% | -32.6% | -31.5% |
| 6M | -51.4% | -1.4% | -50.0% | -52.7% |
| YTD | -63.4% | +53.9% | -117.4% | -71.3% |
| 1Y | -73.5% | +26.1% | -99.6% | -77.4% |
| 3Y | -83.5% | -21.0% | -62.4% | -82.8% |
| 5Y | -80.9% | -0.7% | -80.2% | -82.2% |
| All | +361.1% | +45.6% | +315.5% | +213.8% |
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 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