+36.0%
TSM vs YUM
+15.9%
+20.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.9% | -8.2% | -1.5% |
| 7D | -10.0% | +10.8% | -20.7% | -8.9% |
| 30D | -18.5% | +21.4% | -40.0% | -17.3% |
| 3M | -4.9% | +13.2% | -18.1% | -3.6% |
| 6M | -1.0% | +8.8% | -9.7% | +0.8% |
| YTD | +31.3% | +11.5% | +19.7% | +38.1% |
| 1Y | +36.0% | +13.4% | +22.6% | +45.3% |
| All | +36.0% | +15.9% | +20.1% | +45.3% |
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