-31.4%
TE vs YUM
-7.7%
-23.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.5% | -5.0% |
| 7D | +15.0% | -3.6% | +18.5% | +11.4% |
| 30D | -7.5% | +0.4% | -7.9% | -6.6% |
| 3M | -42.0% | -3.8% | -38.2% | -42.8% |
| 6M | -31.4% | -8.3% | -23.1% | -33.4% |
| All | -31.4% | -7.7% | -23.7% | -33.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling