-7.5%
T vs YUM
-2.1%
-5.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.2% |
| 7D | +1.5% | -6.1% | +7.5% | +2.2% |
| 30D | +7.5% | -5.8% | +13.3% | +8.2% |
| 3M | +14.8% | -7.6% | +22.4% | +15.8% |
| 6M | -1.7% | -9.1% | +7.4% | -0.7% |
| YTD | +8.7% | -5.5% | +14.2% | +9.0% |
| 1Y | -7.5% | -3.7% | -3.8% | -7.6% |
| All | -7.5% | -2.1% | -5.4% | -7.6% |
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