+46.3%
LYB vs TKO
+989.7%
-943.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +0.3% | +2.3% | -2.0% | -0.3% |
| 30D | +2.5% | -2.5% | +4.9% | +2.9% |
| 3M | +1.4% | -10.6% | +12.0% | +3.8% |
| 6M | -3.5% | -5.1% | +1.6% | -3.2% |
| YTD | +52.0% | -8.2% | +60.2% | +53.1% |
| 1Y | +22.1% | -4.4% | +26.5% | +21.3% |
| 3Y | -22.8% | +100.4% | -123.1% | -38.9% |
| 5Y | -3.4% | +294.3% | -297.7% | -39.0% |
| All | +46.3% | +989.7% | -943.4% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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