+216.4%
TER vs YUM
+19.0%
+197.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.6% |
| 7D | +6.4% | -6.1% | +12.4% | +9.6% |
| 30D | -5.7% | -5.8% | +0.1% | -3.3% |
| 3M | -0.4% | -7.6% | +7.2% | +2.1% |
| 6M | +25.8% | -9.1% | +35.0% | +29.4% |
| YTD | +96.4% | -5.5% | +101.9% | +95.8% |
| 1Y | +229.2% | -3.7% | +232.9% | +220.7% |
| 3Y | +288.1% | +17.8% | +270.3% | +208.0% |
| All | +216.4% | +19.0% | +197.4% | +144.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling