+8,726.9%
TJX vs YUM
+4,000.0%
+4,727.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.5% |
| 7D | -4.6% | -6.1% | +1.5% | -2.1% |
| 30D | -17.2% | -5.8% | -11.3% | -15.2% |
| 3M | -24.9% | -7.6% | -17.3% | -22.8% |
| 6M | -19.7% | -9.1% | -10.5% | -16.9% |
| YTD | -17.2% | -5.5% | -11.7% | -15.9% |
| 1Y | -9.4% | -3.7% | -5.7% | -8.9% |
| 3Y | +43.1% | +17.8% | +25.3% | +30.5% |
| 5Y | +96.7% | +19.3% | +77.4% | +78.2% |
| 10Y | +287.7% | +170.7% | +117.0% | +152.4% |
| All | +8,726.9% | +4,000.0% | +4,727.0% | +1,835.3% |
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 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