-21.2%
TMUS vs LYB
+47.4%
-68.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.7% | +7.8% | +3.6% |
| 7D | +7.5% | -6.2% | +13.7% | +8.2% |
| 30D | -3.3% | +6.3% | -9.6% | -4.0% |
| 3M | -9.7% | +4.1% | -13.8% | -10.2% |
| 6M | -17.2% | -15.5% | -1.7% | -16.8% |
| YTD | -20.3% | +50.2% | -70.6% | -23.1% |
| 1Y | -21.2% | +50.6% | -71.8% | -24.1% |
| All | -21.2% | +47.4% | -68.6% | -24.1% |
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 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