-45.7%
TOST vs YUM
+31.3%
-76.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.8% |
| 7D | -3.4% | -2.0% | -1.4% | -2.1% |
| 30D | -2.4% | -1.1% | -1.4% | -2.1% |
| 3M | +34.6% | +1.8% | +32.8% | +32.2% |
| 6M | +15.2% | -4.7% | +19.9% | +18.1% |
| YTD | -4.4% | +0.6% | -5.0% | -7.1% |
| 1Y | -17.4% | +6.4% | -23.8% | -23.9% |
| 3Y | +54.5% | +22.6% | +31.9% | +17.5% |
| All | -45.7% | +31.3% | -76.9% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling