-5.5%
TOST vs YUM
+9.4%
-14.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.2% | +3.0% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +16.2% | +10.0% | +6.2% | +13.1% |
| 3M | -1.5% | +7.5% | -9.0% | -3.9% |
| 6M | +55.3% | +8.8% | +46.5% | +51.6% |
| YTD | -2.3% | +8.2% | -10.5% | -7.4% |
| 1Y | -5.5% | +9.8% | -15.4% | -11.2% |
| All | -5.5% | +9.4% | -14.9% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling