+829.0%
TTMI vs LYB
-4.6%
+833.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.6% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | -8.4% | +2.5% | -10.9% | -9.4% |
| 3M | -32.5% | +1.4% | -33.8% | -33.2% |
| 6M | +32.5% | -3.5% | +36.0% | +28.9% |
| YTD | +83.2% | +52.0% | +31.3% | +43.0% |
| 1Y | +161.7% | +22.1% | +139.6% | +124.6% |
| 3Y | +890.1% | -22.8% | +912.9% | +962.8% |
| All | +829.0% | -4.6% | +833.7% | +790.2% |
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