-20.7%
TLT vs YUM
+171.3%
-192.0%
-48.4%
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% | +0.1% |
| 7D | -1.6% | -6.1% | +4.4% | -1.8% |
| 30D | -1.1% | -5.8% | +4.7% | -1.3% |
| 3M | -4.9% | -7.6% | +2.8% | -5.0% |
| 6M | -5.0% | -9.1% | +4.1% | -5.2% |
| YTD | -4.4% | -5.5% | +1.2% | -4.4% |
| 1Y | -6.4% | -3.7% | -2.7% | -6.4% |
| 3Y | -2.0% | +17.8% | -19.8% | -0.8% |
| 5Y | -35.0% | +19.3% | -54.3% | -34.1% |
| All | -20.7% | +171.3% | -192.0% | -13.7% |
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 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