-53.1%
TE vs YUM
+55.7%
-108.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.1% |
| 7D | +0.2% | -6.1% | +6.3% | +1.6% |
| 30D | -5.9% | -5.8% | -0.1% | -4.9% |
| 3M | -45.6% | -7.6% | -37.9% | -45.0% |
| 6M | -43.4% | -9.1% | -34.2% | -42.7% |
| YTD | -31.0% | -5.5% | -25.5% | -31.6% |
| 1Y | +145.2% | -3.7% | +148.9% | +140.5% |
| 3Y | -24.1% | +17.8% | -41.9% | -30.1% |
| 5Y | -48.1% | +19.3% | -67.4% | -53.1% |
| All | -53.1% | +55.7% | -108.7% | -57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling