+320.9%
TMUS vs YUM
+886.5%
-565.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | -0.3% | -1.7% | +1.4% | +0.5% |
| 30D | +3.1% | -0.8% | +4.0% | +3.3% |
| 3M | +2.4% | +1.5% | +1.0% | +1.1% |
| 6M | -17.1% | -6.1% | -11.0% | -15.3% |
| YTD | -9.1% | -0.2% | -8.8% | -9.9% |
| 1Y | -23.6% | +2.5% | -26.1% | -25.6% |
| 3Y | +38.8% | +24.6% | +14.2% | +21.6% |
| 5Y | +43.0% | +25.7% | +17.3% | +23.3% |
| 10Y | +309.1% | +179.7% | +129.4% | +128.1% |
| All | +320.9% | +886.5% | -565.6% | +5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling