+229.6%
TPR vs YUM
+25.5%
+204.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.3% |
| 7D | -3.4% | -1.7% | -1.7% | -2.5% |
| 30D | -27.3% | -0.8% | -26.5% | -27.2% |
| 3M | -16.2% | +1.5% | -17.7% | -17.6% |
| 6M | -17.9% | -6.1% | -11.8% | -15.7% |
| YTD | -7.1% | -0.2% | -6.9% | -8.5% |
| 1Y | +13.6% | +2.5% | +11.1% | +9.4% |
| 3Y | +293.7% | +24.6% | +269.1% | +211.5% |
| All | +229.6% | +25.5% | +204.1% | +147.0% |
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