+736.3%
TT vs YUM
+215.4%
+520.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.7% | -2.0% |
| 7D | +4.0% | +0.1% | +3.9% | +4.0% |
| 30D | -11.3% | +10.0% | -21.3% | -15.6% |
| 3M | -12.3% | +7.5% | -19.8% | -16.0% |
| 6M | -10.8% | +8.8% | -19.6% | -15.8% |
| YTD | +8.2% | +8.2% | 0.0% | +1.8% |
| 1Y | +1.5% | +9.8% | -8.4% | -5.3% |
| 3Y | +91.5% | +36.4% | +55.0% | +53.4% |
| 5Y | +130.2% | +41.7% | +88.5% | +79.3% |
| All | +736.3% | +215.4% | +520.9% | +330.1% |
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 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