+199.8%
TER vs YUM
+5.7%
+194.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +5.1% |
| 7D | +0.6% | -2.0% | +2.6% | 0.0% |
| 30D | -8.3% | -1.1% | -7.2% | -8.7% |
| 3M | -12.2% | +1.8% | -14.0% | -11.8% |
| 6M | +17.0% | -4.7% | +21.8% | +17.0% |
| YTD | +84.6% | +0.6% | +84.0% | +88.4% |
| 1Y | +199.8% | +6.4% | +193.4% | +221.9% |
| All | +199.8% | +5.7% | +194.1% | +221.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling