+419.8%
TFC vs YUM
+4,124.8%
-3,705.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.3% |
| 7D | -1.3% | -3.6% | +2.3% | +0.3% |
| 30D | -2.3% | +0.4% | -2.7% | -2.7% |
| 3M | +2.5% | -3.8% | +6.2% | +3.6% |
| 6M | +9.5% | -8.3% | +17.8% | +12.8% |
| YTD | +5.1% | -2.6% | +7.7% | +5.2% |
| 1Y | +15.5% | +1.5% | +14.0% | +13.1% |
| 3Y | +95.2% | +21.6% | +73.6% | +74.0% |
| 5Y | +14.5% | +23.5% | -9.0% | +0.9% |
| 10Y | +97.2% | +178.9% | -81.8% | +23.7% |
| All | +419.8% | +4,124.8% | -3,705.0% | +45.7% |
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