-48.1%
TOST vs YUM
+27.1%
-75.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -1.0% |
| 7D | -4.7% | -3.6% | -1.1% | -2.4% |
| 30D | -9.1% | +0.4% | -9.5% | -9.5% |
| 3M | +29.8% | -3.8% | +33.6% | +32.3% |
| 6M | +10.0% | -8.3% | +18.3% | +15.6% |
| YTD | -8.6% | -2.6% | -6.0% | -9.3% |
| 1Y | -20.7% | +1.5% | -22.2% | -24.4% |
| 3Y | +55.7% | +21.6% | +34.1% | +17.5% |
| All | -48.1% | +27.1% | -75.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling