+51.8%
TMUS vs YUM
+40.9%
+10.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -1.1% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | +7.7% | +10.0% | -2.3% | +4.2% |
| 3M | -6.8% | +7.5% | -14.3% | -9.3% |
| 6M | -9.7% | +8.8% | -18.5% | -12.9% |
| YTD | -15.0% | +8.2% | -23.2% | -18.0% |
| 1Y | -19.1% | +9.8% | -29.0% | -22.6% |
| 3Y | +21.4% | +36.4% | -15.0% | +4.7% |
| All | +51.8% | +40.9% | +10.9% | +24.5% |
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