-35.1%
TLT vs YUM
+21.6%
-56.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -1.6% | -5.2% | +3.6% | -1.1% |
| 30D | -1.3% | -0.1% | -1.2% | -1.4% |
| 3M | -3.7% | -4.3% | +0.6% | -3.5% |
| 6M | -6.4% | -8.7% | +2.4% | -5.7% |
| YTD | -4.5% | -3.5% | -1.0% | -4.3% |
| 1Y | -5.9% | +0.5% | -6.3% | -6.1% |
| 3Y | -2.8% | +20.5% | -23.3% | -5.0% |
| 5Y | -35.1% | +21.8% | -56.9% | -36.5% |
| All | -35.1% | +21.6% | -56.7% | -36.5% |
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