+19.6%
TMO vs YUM
+17.9%
+1.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.7% |
| 7D | -0.6% | -6.1% | +5.4% | +1.2% |
| 30D | +1.1% | -5.8% | +7.0% | +2.8% |
| 3M | +28.3% | -7.6% | +36.0% | +30.9% |
| 6M | +23.3% | -9.1% | +32.4% | +26.2% |
| YTD | +5.5% | -5.5% | +11.0% | +6.3% |
| 1Y | +24.5% | -3.7% | +28.3% | +24.6% |
| 3Y | +19.6% | +17.8% | +1.8% | +11.1% |
| All | +19.6% | +17.9% | +1.7% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling