-51.7%
TSLL vs YUM
+46.7%
-98.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -11.0% | +2.0% | -13.1% | -12.2% |
| 30D | -5.3% | +10.6% | -15.9% | -10.4% |
| 3M | +20.8% | +10.8% | +10.0% | +13.4% |
| 6M | -36.0% | +6.5% | -42.5% | -39.4% |
| YTD | -47.3% | +7.5% | -54.7% | -51.2% |
| 1Y | -48.4% | +10.2% | -58.6% | -53.4% |
| 3Y | -5.4% | +34.8% | -40.3% | -27.4% |
| All | -51.7% | +46.7% | -98.4% | -68.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling