-21.2%
TSLL vs YUM
+0.2%
-21.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.8% |
| 7D | +5.1% | -3.6% | +8.7% | +4.2% |
| 30D | +20.0% | +0.4% | +19.6% | +20.2% |
| 3M | -23.8% | -3.8% | -20.0% | -24.1% |
| 6M | -30.3% | -8.3% | -22.0% | -30.1% |
| YTD | -47.7% | -2.6% | -45.0% | -47.4% |
| 1Y | -21.2% | +1.5% | -22.7% | -12.1% |
| All | -21.2% | +0.2% | -21.4% | -12.1% |
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