-53.4%
TE vs YUM
+59.0%
-112.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.5% |
| 7D | +0.9% | -5.2% | +6.1% | +2.1% |
| 30D | -16.3% | -0.1% | -16.2% | -16.6% |
| 3M | -40.8% | -4.3% | -36.5% | -40.6% |
| 6M | -42.6% | -8.7% | -33.9% | -42.0% |
| YTD | -31.4% | -3.5% | -27.9% | -32.3% |
| 1Y | +144.9% | +0.5% | +144.5% | +137.4% |
| 3Y | -26.0% | +20.5% | -46.5% | -32.3% |
| 5Y | -48.5% | +21.8% | -70.3% | -53.6% |
| All | -53.4% | +59.0% | -112.4% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling