+12,926.4%
TDG vs YUM
+1,088.3%
+11,838.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +2.3% |
| 7D | -1.9% | -6.1% | +4.2% | +1.5% |
| 30D | -7.7% | -5.8% | -1.9% | -4.9% |
| 3M | -9.3% | -7.6% | -1.7% | -6.2% |
| 6M | -9.4% | -9.1% | -0.2% | -5.5% |
| YTD | -14.3% | -5.5% | -8.7% | -13.0% |
| 1Y | -11.8% | -3.7% | -8.1% | -12.0% |
| 3Y | +52.0% | +17.8% | +34.2% | +32.8% |
| 5Y | +128.8% | +19.3% | +109.6% | +98.5% |
| 10Y | +543.8% | +170.7% | +373.1% | +264.2% |
| All | +12,926.4% | +1,088.3% | +11,838.1% | +2,977.9% |
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