+1,282.5%
TSEM vs YUM
+171.3%
+1,111.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.3% |
| 7D | -4.9% | -6.1% | +1.2% | -3.1% |
| 30D | -18.7% | -5.8% | -12.9% | -17.5% |
| 3M | -18.1% | -7.6% | -10.5% | -17.2% |
| 6M | +77.1% | -9.1% | +86.2% | +79.4% |
| YTD | +80.1% | -5.5% | +85.7% | +79.2% |
| 1Y | +220.4% | -3.7% | +224.1% | +214.6% |
| 3Y | +650.1% | +17.8% | +632.3% | +565.7% |
| 5Y | +628.9% | +19.3% | +609.6% | +536.4% |
| All | +1,282.5% | +171.3% | +1,111.2% | +769.8% |
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