-4.9%
LYB vs TKO
+291.2%
-296.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +0.3% | +2.3% | -2.0% | -0.1% |
| 30D | +2.5% | -2.5% | +4.9% | +2.8% |
| 3M | +1.4% | -10.6% | +12.0% | +3.1% |
| 6M | -3.5% | -5.1% | +1.6% | -3.2% |
| YTD | +52.0% | -8.2% | +60.2% | +53.0% |
| 1Y | +22.1% | -4.4% | +26.5% | +21.4% |
| 3Y | -22.8% | +100.4% | -123.1% | -35.7% |
| All | -4.9% | +291.2% | -296.2% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling