+172.6%
TTMI vs LYB
+25.6%
+147.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.9% | +10.8% | +8.5% |
| 7D | +5.9% | -0.2% | +6.1% | +5.8% |
| 30D | -4.3% | +8.7% | -13.0% | -2.7% |
| 3M | -32.0% | -3.0% | -29.0% | -32.0% |
| 6M | +19.5% | +4.7% | +14.7% | +19.6% |
| YTD | +82.0% | +51.6% | +30.4% | +84.5% |
| 1Y | +172.6% | +24.4% | +148.3% | +153.6% |
| All | +172.6% | +25.6% | +147.0% | +153.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling