+650.1%
TSEM vs YUM
+17.9%
+632.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +1.4% |
| 7D | -4.9% | -6.1% | +1.2% | -5.5% |
| 30D | -18.7% | -5.8% | -12.9% | -19.3% |
| 3M | -18.1% | -7.6% | -10.5% | -18.8% |
| 6M | +77.1% | -9.1% | +86.2% | +76.1% |
| YTD | +80.1% | -5.5% | +85.7% | +77.5% |
| 1Y | +220.4% | -3.7% | +224.1% | +214.6% |
| 3Y | +650.1% | +17.8% | +632.3% | +559.9% |
| All | +650.1% | +17.9% | +632.2% | +559.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling