+19.3%
TPR vs YUM
+15.9%
+3.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.9% | -2.4% | +2.0% |
| 7D | +12.6% | +10.8% | +1.9% | +9.8% |
| 30D | +7.1% | +21.4% | -14.3% | +2.7% |
| 3M | -19.4% | +13.2% | -32.5% | -21.5% |
| 6M | -9.7% | +8.8% | -18.5% | -11.6% |
| YTD | -1.0% | +11.5% | -12.5% | -5.3% |
| 1Y | +19.3% | +13.4% | +5.9% | +12.8% |
| All | +19.3% | +15.9% | +3.4% | +12.8% |
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