+19.7%
TMO vs LYB
+47.1%
-27.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -4.2% |
| 7D | -4.5% | -5.7% | +1.2% | -4.7% |
| 30D | +3.1% | +4.6% | -1.5% | +3.2% |
| 3M | +17.2% | +5.5% | +11.8% | +17.5% |
| 6M | +45.3% | -19.1% | +64.4% | +45.5% |
| YTD | +17.1% | +47.1% | -29.9% | +6.4% |
| 1Y | +19.7% | +49.0% | -29.3% | +8.2% |
| All | +19.7% | +47.1% | -27.4% | +8.2% |
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 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