-25.8%
TE vs YUM
+15.9%
-41.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.9% | -9.5% | +1.6% |
| 7D | +3.8% | +10.8% | -7.0% | +13.5% |
| 30D | -26.2% | +21.4% | -47.6% | -11.7% |
| 3M | -49.7% | +13.2% | -62.9% | -43.3% |
| 6M | -46.5% | +8.8% | -55.3% | -40.8% |
| YTD | -59.1% | +11.5% | -70.7% | -49.7% |
| 1Y | -25.8% | +13.4% | -39.2% | -2.3% |
| All | -25.8% | +15.9% | -41.8% | -2.3% |
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