+95.6%
TFC vs YUM
+171.3%
-75.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.4% |
| 7D | -2.4% | -6.1% | +3.6% | +1.1% |
| 30D | -3.4% | -5.8% | +2.5% | -0.2% |
| 3M | +0.4% | -7.6% | +8.1% | +4.3% |
| 6M | +12.7% | -9.1% | +21.8% | +17.7% |
| YTD | +5.6% | -5.5% | +11.1% | +7.2% |
| 1Y | +16.0% | -3.7% | +19.7% | +15.8% |
| 3Y | +94.0% | +17.8% | +76.2% | +64.5% |
| 5Y | +16.2% | +19.3% | -3.1% | -3.8% |
| All | +95.6% | +171.3% | -75.7% | -0.3% |
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