+230.8%
TPR vs YUM
+40.7%
+190.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -1.1% | -4.1% | +2.9% | +1.1% |
| 30D | +15.1% | +8.4% | +6.7% | +10.2% |
| 3M | -13.4% | +6.5% | -19.9% | -16.6% |
| 6M | +1.4% | +5.3% | -3.9% | -2.4% |
| YTD | +4.8% | +6.9% | -2.1% | -0.8% |
| 1Y | +29.2% | +8.7% | +20.4% | +20.8% |
| 3Y | +403.7% | +34.1% | +369.6% | +281.1% |
| 5Y | +230.8% | +39.9% | +190.9% | +122.1% |
| All | +230.8% | +40.7% | +190.2% | +122.1% |
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 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