+5,363.0%
TT vs YUM
+4,264.3%
+1,098.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.4% |
| 7D | 0.0% | -2.0% | +2.0% | +0.9% |
| 30D | -7.2% | -1.1% | -6.1% | -7.0% |
| 3M | -3.0% | +1.8% | -4.7% | -4.5% |
| 6M | +1.4% | -4.7% | +6.1% | +2.5% |
| YTD | +15.9% | +0.6% | +15.3% | +14.2% |
| 1Y | +9.4% | +6.4% | +3.0% | +4.6% |
| 3Y | +124.4% | +22.6% | +101.8% | +98.2% |
| 5Y | +138.0% | +26.0% | +112.0% | +108.0% |
| 10Y | +886.4% | +174.6% | +711.8% | +509.0% |
| All | +5,363.0% | +4,264.3% | +1,098.7% | +1,164.4% |
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 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