+419.8%
TXN vs LYB
+48.3%
+371.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.8% | +4.1% |
| 7D | +4.0% | +0.3% | +3.7% | +3.9% |
| 30D | -2.9% | +2.5% | -5.3% | -3.8% |
| 3M | -9.1% | +1.4% | -10.5% | -10.2% |
| 6M | +36.6% | -3.5% | +40.1% | +33.9% |
| YTD | +57.5% | +52.0% | +5.5% | +27.8% |
| 1Y | +49.5% | +22.1% | +27.5% | +31.5% |
| 3Y | +76.5% | -22.8% | +99.3% | +82.5% |
| 5Y | +62.4% | -3.4% | +65.7% | +51.7% |
| All | +419.8% | +48.3% | +371.5% | +295.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling