+1,851.9%
TER vs YUM
+171.3%
+1,680.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.7% |
| 7D | +6.4% | -6.1% | +12.4% | +10.0% |
| 30D | -5.7% | -5.8% | +0.1% | -3.0% |
| 3M | -0.4% | -7.6% | +7.2% | +2.5% |
| 6M | +25.8% | -9.1% | +35.0% | +29.9% |
| YTD | +96.4% | -5.5% | +101.9% | +97.0% |
| 1Y | +229.2% | -3.7% | +232.9% | +222.5% |
| 3Y | +288.1% | +17.8% | +270.3% | +225.8% |
| 5Y | +219.9% | +19.3% | +200.7% | +166.5% |
| All | +1,851.9% | +171.3% | +1,680.6% | +929.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling