+944.0%
TER vs YUM
+4,595.4%
-3,651.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -6.0% |
| 7D | +14.4% | +0.1% | +14.2% | +14.2% |
| 30D | -30.6% | +10.0% | -40.6% | -34.1% |
| 3M | -39.2% | +7.5% | -46.7% | -42.2% |
| 6M | -31.3% | +8.8% | -40.1% | -35.7% |
| YTD | +29.1% | +8.2% | +20.9% | +20.3% |
| 1Y | +47.4% | +9.8% | +37.6% | +36.0% |
| 3Y | +191.2% | +36.4% | +154.8% | +138.6% |
| 5Y | +74.0% | +41.7% | +32.3% | +41.2% |
| 10Y | +1,005.1% | +217.5% | +787.6% | +514.0% |
| All | +944.0% | +4,595.4% | -3,651.5% | +138.0% |
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