+13,957.4%
TSM vs YUM
+3,964.5%
+9,992.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.6% |
| 7D | +6.0% | -1.7% | +7.7% | +6.7% |
| 30D | +4.5% | -0.8% | +5.3% | +4.6% |
| 3M | +3.1% | +1.5% | +1.6% | +2.0% |
| 6M | +30.2% | -6.1% | +36.3% | +32.2% |
| YTD | +45.2% | -0.2% | +45.4% | +44.0% |
| 1Y | +79.6% | +2.5% | +77.1% | +75.1% |
| 3Y | +411.0% | +24.6% | +386.4% | +357.0% |
| 5Y | +290.7% | +25.7% | +265.1% | +247.6% |
| 10Y | +1,753.6% | +179.7% | +1,573.9% | +1,097.3% |
| All | +13,957.4% | +3,964.5% | +9,992.9% | +3,294.5% |
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 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