-27.7%
TSEM vs YUM
+4,124.8%
-4,152.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.9% |
| 7D | +4.7% | -3.6% | +8.3% | +5.7% |
| 30D | -14.2% | +0.4% | -14.6% | -14.5% |
| 3M | -5.0% | -3.8% | -1.3% | -5.0% |
| 6M | +87.6% | -8.3% | +95.9% | +89.4% |
| YTD | +84.4% | -2.6% | +87.1% | +82.9% |
| 1Y | +235.4% | +1.5% | +233.9% | +227.3% |
| 3Y | +668.0% | +21.6% | +646.4% | +606.7% |
| 5Y | +644.7% | +23.5% | +621.2% | +578.4% |
| 10Y | +1,326.7% | +178.9% | +1,147.7% | +935.3% |
| All | -27.7% | +4,124.8% | -4,152.5% | -71.0% |
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