+316.3%
TPR vs YUM
+171.3%
+145.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +3.8% |
| 7D | -3.0% | -6.1% | +3.1% | +1.6% |
| 30D | -22.6% | -5.8% | -16.8% | -19.4% |
| 3M | -18.2% | -7.6% | -10.6% | -14.3% |
| 6M | -18.0% | -9.1% | -8.8% | -13.4% |
| YTD | -6.4% | -5.5% | -0.9% | -4.6% |
| 1Y | +12.3% | -3.7% | +16.0% | +11.8% |
| 3Y | +298.7% | +17.8% | +280.9% | +222.4% |
| 5Y | +232.5% | +19.3% | +213.2% | +163.7% |
| All | +316.3% | +171.3% | +145.0% | +82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling