+32.8%
TMUS vs LYB
-22.4%
+55.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -5.8% | -0.7% | -5.1% | -5.7% |
| 30D | -0.2% | +1.5% | -1.8% | -0.3% |
| 3M | -4.0% | -0.3% | -3.7% | -4.2% |
| 6M | -18.1% | +0.1% | -18.2% | -18.4% |
| YTD | -11.3% | +53.4% | -64.8% | -13.1% |
| 1Y | -24.7% | +25.6% | -50.4% | -25.7% |
| All | +32.8% | -22.4% | +55.3% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling