+326.6%
TMO vs YUM
+182.0%
+144.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | -0.9% |
| 7D | 0.0% | -2.4% | +2.4% | +0.9% |
| 30D | +4.3% | -0.7% | +5.0% | +4.5% |
| 3M | +30.9% | -4.7% | +35.6% | +32.8% |
| 6M | +32.3% | -7.9% | +40.1% | +35.9% |
| YTD | +6.1% | -1.9% | +8.0% | +5.9% |
| 1Y | +28.4% | -0.2% | +28.7% | +26.8% |
| 3Y | +20.1% | +17.8% | +2.3% | +9.3% |
| 5Y | +10.6% | +24.8% | -14.2% | -2.7% |
| 10Y | +326.6% | +181.3% | +145.3% | +175.9% |
| All | +326.6% | +182.0% | +144.6% | +175.9% |
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