+1,068.5%
TTMI vs LYB
+631.6%
+436.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +6.0% | -0.7% | +6.7% | +6.3% |
| 30D | -6.4% | +1.5% | -8.0% | -7.5% |
| 3M | -28.9% | -0.3% | -28.6% | -29.8% |
| 6M | +26.9% | +0.1% | +26.8% | +21.0% |
| YTD | +77.3% | +53.4% | +23.9% | +35.0% |
| 1Y | +147.5% | +25.6% | +121.9% | +104.3% |
| 3Y | +847.6% | -21.3% | +868.9% | +869.0% |
| 5Y | +802.2% | -2.4% | +804.6% | +714.3% |
| 10Y | +1,076.3% | +48.8% | +1,027.6% | +644.2% |
| All | +1,068.5% | +631.6% | +436.9% | +107.0% |
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