+1,456.5%
TER vs YUM
+4,229.6%
-2,773.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.6% |
| 7D | +11.0% | -1.7% | +12.6% | +11.7% |
| 30D | -1.9% | -0.8% | -1.0% | -1.8% |
| 3M | -0.7% | +1.5% | -2.1% | -2.4% |
| 6M | +36.4% | -6.1% | +42.5% | +38.1% |
| YTD | +92.4% | -0.2% | +92.7% | +88.9% |
| 1Y | +213.5% | +2.5% | +211.1% | +201.2% |
| 3Y | +277.2% | +24.6% | +252.6% | +226.9% |
| 5Y | +219.1% | +25.7% | +193.5% | +178.0% |
| 10Y | +1,744.2% | +179.7% | +1,564.6% | +1,000.3% |
| All | +1,456.5% | +4,229.6% | -2,773.1% | +273.8% |
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