-52.3%
TEAM vs YUM
+19.0%
-71.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.1% |
| 7D | -5.2% | -6.1% | +0.8% | -2.2% |
| 30D | +15.8% | -5.8% | +21.6% | +19.1% |
| 3M | +101.5% | -7.6% | +109.1% | +108.0% |
| 6M | +138.2% | -9.1% | +147.3% | +145.6% |
| YTD | +10.8% | -5.5% | +16.4% | +9.9% |
| 1Y | +1.7% | -3.7% | +5.4% | -1.2% |
| 3Y | -16.0% | +17.8% | -33.8% | -36.3% |
| All | -52.3% | +19.0% | -71.3% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling