-46.0%
TSLL vs YUM
+15.9%
-62.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.9% | -12.2% | -4.2% |
| 7D | -9.4% | +10.8% | -20.2% | -6.1% |
| 30D | +1.6% | +21.4% | -19.9% | +8.4% |
| 3M | +29.4% | +13.2% | +16.2% | +35.6% |
| 6M | -20.1% | +8.8% | -28.9% | -16.3% |
| YTD | -44.5% | +11.5% | -56.0% | -41.1% |
| 1Y | -46.0% | +13.4% | -59.4% | -43.0% |
| All | -46.0% | +15.9% | -62.0% | -43.0% |
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 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