+613.4%
T vs YUM
+4,229.6%
-3,616.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -1.5% | -1.7% | +0.1% | -1.1% |
| 30D | +7.6% | -0.8% | +8.4% | +7.7% |
| 3M | +15.3% | +1.5% | +13.8% | +14.5% |
| 6M | -8.5% | -6.1% | -2.4% | -7.4% |
| YTD | +6.8% | -0.2% | +7.0% | +6.3% |
| 1Y | -7.2% | +2.5% | -9.7% | -8.5% |
| 3Y | +108.2% | +24.6% | +83.6% | +93.7% |
| 5Y | +66.1% | +25.7% | +40.4% | +53.2% |
| 10Y | +65.3% | +179.7% | -114.4% | +22.6% |
| All | +613.4% | +4,229.6% | -3,616.2% | +195.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling