+1,053.6%
TMO vs LYB
+624.6%
+429.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | +28.3% | +1.4% | +27.0% | +27.3% |
| 6M | +23.3% | -3.5% | +26.7% | +21.9% |
| YTD | +5.5% | +52.0% | -46.5% | -8.3% |
| 1Y | +24.5% | +22.1% | +2.5% | +14.3% |
| 3Y | +19.6% | -22.8% | +42.3% | +22.4% |
| 5Y | +8.1% | -3.4% | +11.5% | +2.9% |
| 10Y | +336.7% | +47.4% | +289.4% | +231.7% |
| All | +1,053.6% | +624.6% | +429.0% | +373.1% |
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