+117.0%
TT vs YUM
+21.5%
+95.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | +1.4% | -3.6% | +5.0% | +1.9% |
| 30D | -6.7% | +0.4% | -7.0% | -6.8% |
| 3M | -5.4% | -3.8% | -1.6% | -5.2% |
| 6M | +4.4% | -8.3% | +12.7% | +5.6% |
| YTD | +14.9% | -2.6% | +17.6% | +14.8% |
| 1Y | +9.3% | +1.5% | +7.7% | +8.3% |
| All | +117.0% | +21.5% | +95.6% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling