+277.6%
TSM vs YUM
+21.6%
+256.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | +2.6% | -5.2% | +7.8% | +4.5% |
| 30D | +1.4% | -0.1% | +1.5% | +1.2% |
| 3M | +5.0% | -4.3% | +9.2% | +5.9% |
| 6M | +24.0% | -8.7% | +32.7% | +27.2% |
| YTD | +41.6% | -3.5% | +45.1% | +41.9% |
| 1Y | +66.2% | +0.5% | +65.7% | +62.6% |
| 3Y | +398.2% | +20.5% | +377.7% | +329.5% |
| 5Y | +277.6% | +21.8% | +255.8% | +209.4% |
| All | +277.6% | +21.6% | +256.0% | +209.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling