-52.1%
TSLL vs YUM
+47.3%
-99.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.2% | +11.1% | +11.0% |
| 7D | -14.3% | +2.1% | -16.4% | -15.5% |
| 30D | -6.2% | +11.1% | -17.2% | -11.3% |
| 3M | +21.2% | +7.3% | +13.9% | +15.8% |
| 6M | -36.6% | +6.9% | -43.5% | -40.1% |
| YTD | -47.8% | +7.9% | -55.7% | -51.7% |
| 1Y | -45.2% | +10.0% | -55.2% | -50.4% |
| 3Y | -3.3% | +36.7% | -40.0% | -26.6% |
| All | -52.1% | +47.3% | -99.5% | -69.1% |
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 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