+124.3%
TDG vs YUM
+19.0%
+105.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +2.1% |
| 7D | -1.9% | -6.1% | +4.2% | +0.9% |
| 30D | -7.7% | -5.8% | -1.9% | -5.3% |
| 3M | -9.3% | -7.6% | -1.7% | -6.6% |
| 6M | -9.4% | -9.1% | -0.2% | -6.0% |
| YTD | -14.3% | -5.5% | -8.7% | -13.4% |
| 1Y | -11.8% | -3.7% | -8.1% | -12.3% |
| 3Y | +52.0% | +17.8% | +34.2% | +29.9% |
| All | +124.3% | +19.0% | +105.3% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling