+52.2%
TEM vs YUM
+10.4%
+41.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.4% | -2.3% | -3.8% |
| 7D | -1.1% | -3.6% | +2.5% | +0.2% |
| 30D | +11.3% | +0.4% | +10.9% | +10.8% |
| 3M | +25.5% | -3.8% | +29.3% | +26.3% |
| 6M | +17.1% | -8.3% | +25.4% | +20.1% |
| YTD | +3.8% | -2.6% | +6.4% | +2.3% |
| 1Y | -24.4% | +1.5% | -25.9% | -27.8% |
| All | +52.2% | +10.4% | +41.9% | +50.1% |
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