-0.9%
TSLA vs YUM
-2.1%
+1.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.2% |
| 7D | +3.2% | -6.1% | +9.3% | +2.3% |
| 30D | +11.6% | -5.8% | +17.4% | +10.6% |
| 3M | -8.4% | -7.6% | -0.8% | -9.3% |
| 6M | -10.4% | -9.1% | -1.2% | -10.8% |
| YTD | -18.7% | -5.5% | -13.2% | -18.8% |
| 1Y | -0.9% | -3.7% | +2.8% | +6.8% |
| All | -0.9% | -2.1% | +1.2% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling