+22,727.1%
TSLA vs YUM
+582.6%
+22,144.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.7% |
| 7D | -3.4% | -5.2% | +1.8% | -0.6% |
| 30D | +9.2% | -0.1% | +9.3% | +8.8% |
| 3M | -4.7% | -4.3% | -0.4% | -3.4% |
| 6M | -8.9% | -8.7% | -0.2% | -5.9% |
| YTD | -19.2% | -3.5% | -15.7% | -19.4% |
| 1Y | +4.5% | +0.5% | +4.1% | +1.1% |
| 3Y | +46.3% | +20.5% | +25.8% | +25.1% |
| 5Y | +48.1% | +21.8% | +26.3% | +26.1% |
| 10Y | +2,704.2% | +176.5% | +2,527.7% | +1,393.8% |
| All | +22,727.1% | +582.6% | +22,144.5% | +6,683.7% |
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