+47.5%
TMUS vs YUM
+19.0%
+28.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.7% |
| 7D | +0.4% | -6.1% | +6.5% | +2.7% |
| 30D | +3.5% | -5.8% | +9.4% | +5.7% |
| 3M | -1.3% | -7.6% | +6.3% | +1.1% |
| 6M | -13.6% | -9.1% | -4.5% | -11.1% |
| YTD | -8.8% | -5.5% | -3.2% | -7.6% |
| 1Y | -22.9% | -3.7% | -19.2% | -22.7% |
| 3Y | +36.7% | +17.8% | +18.9% | +24.4% |
| All | +47.5% | +19.0% | +28.5% | +27.8% |
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 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