+72.6%
TEL vs YUM
+17.9%
+54.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.1% | +5.7% | +4.1% |
| 7D | +1.6% | -6.1% | +7.6% | +3.1% |
| 30D | -0.7% | -5.8% | +5.2% | +0.7% |
| 3M | +2.4% | -7.6% | +10.1% | +4.1% |
| 6M | +4.1% | -9.1% | +13.3% | +6.5% |
| YTD | -5.8% | -5.5% | -0.3% | -4.7% |
| 1Y | +0.9% | -3.7% | +4.6% | +1.4% |
| 3Y | +72.6% | +17.8% | +54.8% | +58.5% |
| All | +72.6% | +17.9% | +54.7% | +58.5% |
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