-10.4%
TSCO vs YUM
+19.0%
-29.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.6% |
| 7D | -5.7% | -6.1% | +0.4% | -3.1% |
| 30D | -8.8% | -5.8% | -2.9% | -6.4% |
| 3M | +6.3% | -7.6% | +14.0% | +9.4% |
| 6M | -32.3% | -9.1% | -23.1% | -29.8% |
| YTD | -32.7% | -5.5% | -27.2% | -31.7% |
| 1Y | -43.7% | -3.7% | -40.0% | -43.5% |
| 3Y | -19.7% | +17.8% | -37.5% | -28.1% |
| All | -10.4% | +19.0% | -29.4% | -20.9% |
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