-25.1%
TGT vs YUM
+19.0%
-44.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.9% |
| 7D | -5.2% | -6.1% | +0.8% | -2.8% |
| 30D | +1.2% | -5.8% | +7.0% | +3.5% |
| 3M | +18.4% | -7.6% | +26.0% | +21.5% |
| 6M | +33.4% | -9.1% | +42.6% | +37.6% |
| YTD | +63.8% | -5.5% | +69.3% | +65.3% |
| 1Y | +77.2% | -3.7% | +80.9% | +76.7% |
| 3Y | +41.8% | +17.8% | +24.0% | +22.7% |
| All | -25.1% | +19.0% | -44.1% | -38.8% |
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 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