+148.2%
TT vs YUM
+22.4%
+125.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.5% |
| 7D | +1.4% | -3.6% | +5.0% | +2.8% |
| 30D | -6.7% | +0.4% | -7.0% | -7.0% |
| 3M | -5.4% | -3.8% | -1.6% | -4.7% |
| 6M | +4.4% | -8.3% | +12.7% | +7.1% |
| YTD | +14.9% | -2.6% | +17.6% | +14.5% |
| 1Y | +9.3% | +1.5% | +7.7% | +6.2% |
| 3Y | +121.7% | +21.6% | +100.2% | +87.4% |
| 5Y | +148.2% | +23.5% | +124.6% | +103.4% |
| All | +148.2% | +22.4% | +125.7% | +103.4% |
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