+317.5%
TMUS vs YUM
+171.3%
+146.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.7% |
| 7D | +0.4% | -6.1% | +6.5% | +2.8% |
| 30D | +3.5% | -5.8% | +9.4% | +5.8% |
| 3M | -1.3% | -7.6% | +6.3% | +1.2% |
| 6M | -13.6% | -9.1% | -4.5% | -10.9% |
| YTD | -8.8% | -5.5% | -3.2% | -7.5% |
| 1Y | -22.9% | -3.7% | -19.2% | -22.7% |
| 3Y | +36.7% | +17.8% | +18.9% | +24.9% |
| 5Y | +46.6% | +19.3% | +27.3% | +31.7% |
| All | +317.5% | +171.3% | +146.2% | +177.3% |
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