-26.5%
TMUS vs LYB
+25.6%
-52.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.5% | -3.3% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +5.3% | +8.7% | -3.5% | +4.5% |
| 3M | +3.1% | -3.0% | +6.2% | +2.9% |
| 6M | -16.5% | +4.7% | -21.2% | -17.2% |
| YTD | -9.2% | +51.6% | -60.7% | -11.7% |
| 1Y | -26.5% | +24.4% | -50.8% | -27.6% |
| All | -26.5% | +25.6% | -52.1% | -27.6% |
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 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