+1,779.8%
TSM vs YUM
+171.3%
+1,608.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +2.1% |
| 7D | +1.0% | -6.1% | +7.1% | +3.6% |
| 30D | +1.0% | -5.8% | +6.8% | +3.2% |
| 3M | +2.9% | -7.6% | +10.5% | +5.6% |
| 6M | +22.8% | -9.1% | +32.0% | +26.6% |
| YTD | +43.3% | -5.5% | +48.8% | +45.0% |
| 1Y | +69.2% | -3.7% | +72.9% | +68.6% |
| 3Y | +404.5% | +17.8% | +386.7% | +349.0% |
| 5Y | +282.2% | +19.3% | +262.9% | +234.7% |
| All | +1,779.8% | +171.3% | +1,608.5% | +1,033.5% |
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