-68.3%
TTD vs YUM
-2.1%
-66.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +2.9% |
| 7D | -0.6% | -6.1% | +5.4% | +0.1% |
| 30D | +6.3% | -5.8% | +12.1% | +7.1% |
| 3M | -24.1% | -7.6% | -16.5% | -23.5% |
| 6M | -47.4% | -9.1% | -38.3% | -47.0% |
| YTD | -62.2% | -5.5% | -56.7% | -61.9% |
| 1Y | -68.3% | -3.7% | -64.6% | -66.1% |
| All | -68.3% | -2.1% | -66.2% | -66.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling