+144.6%
TOST vs YUM
+36.3%
+108.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +3.0% | +2.0% | +0.9% | +2.3% |
| 30D | +10.3% | +10.6% | -0.4% | +6.9% |
| 3M | -3.3% | +10.8% | -14.1% | -6.2% |
| 6M | +37.8% | +6.5% | +31.3% | +34.9% |
| YTD | -2.8% | +7.5% | -10.2% | -5.9% |
| 1Y | -9.6% | +10.2% | -19.7% | -13.2% |
| 3Y | +144.6% | +34.8% | +109.8% | +100.9% |
| All | +144.6% | +36.3% | +108.3% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling