+131.2%
TLT vs YUM
+2,016.9%
-1,885.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | -0.1% |
| 7D | +0.4% | -1.7% | +2.1% | +0.2% |
| 30D | -0.3% | -0.8% | +0.5% | -0.3% |
| 3M | -1.7% | +1.5% | -3.2% | -1.5% |
| 6M | -4.9% | -6.1% | +1.2% | -5.4% |
| YTD | -2.8% | -0.2% | -2.6% | -2.7% |
| 1Y | -4.2% | +2.5% | -6.7% | -3.8% |
| 3Y | -1.1% | +24.6% | -25.7% | +1.6% |
| 5Y | -33.7% | +25.7% | -59.4% | -31.6% |
| 10Y | -20.7% | +179.7% | -200.4% | -8.2% |
| All | +131.2% | +2,016.9% | -1,885.8% | +237.8% |
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 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