+328.6%
TMO vs LYB
+48.3%
+280.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | -0.6% | +0.3% | -0.9% | -0.7% |
| 30D | +1.1% | +2.5% | -1.3% | +0.5% |
| 3M | +28.3% | +1.4% | +27.0% | +27.5% |
| 6M | +23.3% | -3.5% | +26.7% | +22.1% |
| YTD | +5.5% | +52.0% | -46.5% | -6.5% |
| 1Y | +24.5% | +22.1% | +2.5% | +15.7% |
| 3Y | +19.6% | -22.8% | +42.3% | +21.3% |
| 5Y | +8.1% | -3.4% | +11.5% | +3.9% |
| All | +328.6% | +48.3% | +280.4% | +262.4% |
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