+302.0%
TRV vs YUM
+171.3%
+130.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +3.0% |
| 7D | +1.9% | -6.1% | +8.0% | +4.7% |
| 30D | +1.7% | -5.8% | +7.5% | +4.3% |
| 3M | +23.9% | -7.6% | +31.5% | +27.6% |
| 6M | +26.3% | -9.1% | +35.4% | +30.8% |
| YTD | +30.8% | -5.5% | +36.3% | +32.8% |
| 1Y | +36.3% | -3.7% | +40.0% | +36.9% |
| 3Y | +145.0% | +17.8% | +127.2% | +121.1% |
| 5Y | +163.9% | +19.3% | +144.6% | +133.5% |
| All | +302.0% | +171.3% | +130.7% | +165.7% |
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