-45.4%
TOST vs YUM
+40.2%
-85.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.6% | -3.7% | +0.1% | -1.2% |
| 30D | +8.9% | +9.2% | -0.3% | +2.9% |
| 3M | -2.2% | +11.2% | -13.5% | -9.0% |
| 6M | +41.0% | +7.7% | +33.3% | +33.2% |
| YTD | -4.0% | +7.5% | -11.4% | -10.6% |
| 1Y | -9.6% | +8.3% | -17.9% | -16.5% |
| 3Y | +141.7% | +34.8% | +106.9% | +70.3% |
| 5Y | -29.5% | +41.6% | -71.1% | -55.5% |
| All | -45.4% | +40.2% | -85.7% | -65.7% |
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