+10.7%
TTMI vs LYB
+47.4%
-36.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.7% | -5.4% | -11.4% |
| 7D | -19.2% | -6.2% | -13.0% | -20.7% |
| 30D | -44.9% | +6.3% | -51.2% | -43.6% |
| 3M | -44.7% | +4.1% | -48.8% | -43.5% |
| 6M | -53.4% | -15.5% | -37.9% | -54.7% |
| YTD | +6.3% | +50.2% | -43.9% | +15.2% |
| 1Y | +10.7% | +50.6% | -39.9% | +18.6% |
| All | +10.7% | +47.4% | -36.7% | +18.6% |
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