+7,716.4%
TPR vs YUM
+3,939.4%
+3,777.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.8% |
| 7D | -2.3% | -2.0% | -0.3% | -1.0% |
| 30D | -23.0% | -1.1% | -21.9% | -22.8% |
| 3M | -12.5% | +1.8% | -14.2% | -14.3% |
| 6M | -21.4% | -4.7% | -16.7% | -20.0% |
| YTD | -3.5% | +0.6% | -4.1% | -5.5% |
| 1Y | +17.4% | +6.4% | +11.0% | +10.0% |
| 3Y | +291.3% | +22.6% | +268.7% | +226.6% |
| 5Y | +241.9% | +26.0% | +216.0% | +180.7% |
| 10Y | +322.7% | +174.6% | +148.0% | +113.1% |
| All | +7,716.4% | +3,939.4% | +3,777.0% | +709.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling