-24.1%
TE vs YUM
+17.9%
-41.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.0% |
| 7D | +0.2% | -6.1% | +6.3% | +1.3% |
| 30D | -5.9% | -5.8% | -0.1% | -5.1% |
| 3M | -45.6% | -7.6% | -37.9% | -45.2% |
| 6M | -43.4% | -9.1% | -34.2% | -42.9% |
| YTD | -31.0% | -5.5% | -25.5% | -32.9% |
| 1Y | +145.2% | -3.7% | +148.9% | +132.8% |
| 3Y | -24.1% | +17.8% | -41.9% | -44.4% |
| All | -24.1% | +17.9% | -41.9% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling