+33.6%
TSLA vs YUM
+17.9%
+15.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.0% |
| 7D | +3.2% | -6.1% | +9.3% | +4.6% |
| 30D | +11.6% | -5.8% | +17.4% | +12.9% |
| 3M | -8.4% | -7.6% | -0.8% | -7.1% |
| 6M | -10.4% | -9.1% | -1.2% | -8.8% |
| YTD | -18.7% | -5.5% | -13.2% | -18.8% |
| 1Y | -0.9% | -3.7% | +2.8% | -1.7% |
| 3Y | +33.6% | +17.8% | +15.8% | +20.4% |
| All | +33.6% | +17.9% | +15.7% | +20.4% |
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