+282.6%
TPR vs YUM
+21.5%
+261.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.5% |
| 7D | -7.3% | -3.6% | -3.8% | -6.2% |
| 30D | -30.7% | +0.4% | -31.1% | -30.9% |
| 3M | -21.6% | -3.8% | -17.8% | -20.8% |
| 6M | -21.3% | -8.3% | -13.0% | -19.2% |
| YTD | -10.2% | -2.6% | -7.5% | -10.1% |
| 1Y | +9.5% | +1.5% | +8.0% | +7.5% |
| All | +282.6% | +21.5% | +261.1% | +226.5% |
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