-48.9%
TOST vs YUM
+25.9%
-74.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.0% |
| 7D | -5.9% | -5.2% | -0.7% | -2.6% |
| 30D | -8.4% | -0.1% | -8.3% | -8.6% |
| 3M | +31.4% | -4.3% | +35.7% | +34.4% |
| 6M | +10.5% | -8.7% | +19.2% | +16.5% |
| YTD | -10.1% | -3.5% | -6.6% | -10.2% |
| 1Y | -19.9% | +0.5% | -20.4% | -23.1% |
| 3Y | +53.3% | +20.5% | +32.7% | +16.3% |
| All | -48.9% | +25.9% | -74.8% | -65.5% |
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 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