+404.5%
TSM vs LYB
-23.1%
+427.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.3% |
| 7D | +1.0% | +0.3% | +0.7% | +1.0% |
| 30D | +1.0% | +2.5% | -1.5% | +0.6% |
| 3M | +2.9% | +1.4% | +1.5% | +2.7% |
| 6M | +22.8% | -3.5% | +26.3% | +20.6% |
| YTD | +43.3% | +52.0% | -8.7% | +21.5% |
| 1Y | +69.2% | +22.1% | +47.1% | +54.2% |
| 3Y | +404.5% | -22.8% | +427.3% | +412.2% |
| All | +404.5% | -23.1% | +427.6% | +412.2% |
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