+376.4%
TTD vs YUM
+164.8%
+211.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +4.1% |
| 7D | -0.6% | -6.1% | +5.4% | +3.6% |
| 30D | +6.3% | -5.8% | +12.1% | +10.4% |
| 3M | -24.1% | -7.6% | -16.5% | -20.5% |
| 6M | -47.4% | -9.1% | -38.3% | -44.5% |
| YTD | -62.2% | -5.5% | -56.7% | -61.5% |
| 1Y | -68.3% | -3.7% | -64.6% | -68.5% |
| 3Y | -83.4% | +17.8% | -101.2% | -86.4% |
| 5Y | -80.3% | +19.3% | -99.6% | -83.8% |
| All | +376.4% | +164.8% | +211.6% | +149.1% |
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