-44.5%
TOST vs YUM
+41.2%
-85.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.2% | +2.6% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +16.2% | +10.0% | +6.2% | +9.3% |
| 3M | -1.5% | +7.5% | -9.0% | -6.1% |
| 6M | +55.3% | +8.8% | +46.5% | +45.8% |
| YTD | -2.3% | +8.2% | -10.5% | -9.5% |
| 1Y | -5.5% | +9.8% | -15.4% | -13.5% |
| 3Y | +151.1% | +36.4% | +114.7% | +75.1% |
| 5Y | -27.9% | +41.7% | -69.6% | -54.5% |
| All | -44.5% | +41.2% | -85.7% | -65.2% |
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