+43.2%
TER vs YUM
+15.9%
+27.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.9% | -12.7% | -3.6% |
| 7D | -19.9% | +10.8% | -30.6% | -15.2% |
| 30D | -43.5% | +21.4% | -65.0% | -37.8% |
| 3M | -37.8% | +13.2% | -51.0% | -32.8% |
| 6M | -25.6% | +8.8% | -34.3% | -20.1% |
| YTD | +29.8% | +11.5% | +18.3% | +43.8% |
| 1Y | +43.2% | +13.4% | +29.8% | +61.1% |
| All | +43.2% | +15.9% | +27.2% | +61.1% |
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 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