+16,568.6%
TSCO vs YUM
+4,000.0%
+12,568.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.8% |
| 7D | -5.7% | -6.1% | +0.4% | -3.6% |
| 30D | -8.8% | -5.8% | -2.9% | -6.9% |
| 3M | +6.3% | -7.6% | +14.0% | +8.8% |
| 6M | -32.3% | -9.1% | -23.1% | -30.3% |
| YTD | -32.7% | -5.5% | -27.2% | -31.8% |
| 1Y | -43.7% | -3.7% | -40.0% | -43.4% |
| 3Y | -19.7% | +17.8% | -37.5% | -25.1% |
| 5Y | -11.6% | +19.3% | -30.9% | -18.3% |
| 10Y | +184.1% | +170.7% | +13.4% | +93.2% |
| All | +16,568.6% | +4,000.0% | +12,568.6% | +5,750.6% |
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