+1,586.9%
TGT vs YUM
+4,087.9%
-2,501.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.8% |
| 7D | -5.0% | -5.2% | +0.1% | -3.1% |
| 30D | +3.0% | -0.1% | +3.1% | +3.0% |
| 3M | +22.6% | -4.3% | +26.9% | +24.1% |
| 6M | +31.2% | -8.7% | +39.9% | +35.0% |
| YTD | +63.7% | -3.5% | +67.2% | +64.5% |
| 1Y | +78.5% | +0.5% | +78.0% | +76.0% |
| 3Y | +40.5% | +20.5% | +20.0% | +27.4% |
| 5Y | -25.6% | +21.8% | -47.4% | -32.8% |
| 10Y | +204.7% | +176.5% | +28.2% | +92.2% |
| All | +1,586.9% | +4,087.9% | -2,501.0% | +224.0% |
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