+47.6%
TSLA vs YUM
+19.0%
+28.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.5% |
| 7D | +3.2% | -6.1% | +9.3% | +6.4% |
| 30D | +11.6% | -5.8% | +17.4% | +14.6% |
| 3M | -8.4% | -7.6% | -0.8% | -5.6% |
| 6M | -10.4% | -9.1% | -1.2% | -7.4% |
| YTD | -18.7% | -5.5% | -13.2% | -18.5% |
| 1Y | -0.9% | -3.7% | +2.8% | -2.5% |
| 3Y | +33.6% | +17.8% | +15.8% | +9.3% |
| All | +47.6% | +19.0% | +28.6% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling