-6.4%
T vs YUM
+15.9%
-22.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.9% | -3.9% | +0.8% |
| 7D | +5.5% | +10.8% | -5.3% | +3.3% |
| 30D | -8.9% | +21.4% | -30.3% | -11.7% |
| 3M | -5.6% | +13.2% | -18.8% | -7.6% |
| 6M | -14.3% | +8.8% | -23.1% | -15.9% |
| YTD | -7.9% | +11.5% | -19.5% | -10.6% |
| 1Y | -6.4% | +13.4% | -19.8% | -9.4% |
| All | -6.4% | +15.9% | -22.4% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 1y: compounded portfolio wealth divided by compounded YUM 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…
1y analysis · Full analysis span regression · 6 months rolling