-83.9%
TTD vs YUM
+20.4%
-104.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | -7.4% | -5.2% | -2.2% | -6.2% |
| 30D | +3.0% | -0.1% | +3.1% | +3.0% |
| 3M | -27.6% | -4.3% | -23.3% | -26.9% |
| 6M | -49.5% | -8.7% | -40.8% | -48.5% |
| YTD | -63.2% | -3.5% | -59.7% | -63.1% |
| 1Y | -69.7% | +0.5% | -70.2% | -70.0% |
| All | -83.9% | +20.4% | -104.3% | -85.7% |
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