+148.6%
TE vs YUM
+5.7%
+143.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +0.5% |
| 7D | -4.0% | -2.0% | -1.9% | -5.4% |
| 30D | -15.9% | -1.1% | -14.8% | -15.9% |
| 3M | -60.5% | +1.8% | -62.3% | -59.3% |
| 6M | -35.2% | -4.7% | -30.5% | -34.8% |
| YTD | -31.1% | +0.6% | -31.7% | -29.5% |
| 1Y | +148.6% | +6.4% | +142.2% | +137.1% |
| All | +148.6% | +5.7% | +143.0% | +137.1% |
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