+1,779.8%
TSM vs LYB
+48.3%
+1,731.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.5% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +1.0% | +2.5% | -1.5% | +0.1% |
| 3M | +2.9% | +1.4% | +1.5% | +1.8% |
| 6M | +22.8% | -3.5% | +26.3% | +20.5% |
| YTD | +43.3% | +52.0% | -8.7% | +20.0% |
| 1Y | +69.2% | +22.1% | +47.1% | +51.4% |
| 3Y | +404.5% | -22.8% | +427.3% | +416.2% |
| 5Y | +282.2% | -3.4% | +285.6% | +258.0% |
| All | +1,779.8% | +48.3% | +1,731.5% | +1,380.9% |
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