+365.8%
TTD vs YUM
+179.7%
+186.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.3% |
| 7D | +1.7% | -1.7% | +3.4% | +2.9% |
| 30D | +1.6% | -0.8% | +2.4% | +1.9% |
| 3M | -27.8% | +1.5% | -29.3% | -29.0% |
| 6M | -52.1% | -6.1% | -46.0% | -50.5% |
| YTD | -63.1% | -0.2% | -62.8% | -63.7% |
| 1Y | -73.1% | +2.5% | -75.5% | -74.3% |
| 3Y | -83.3% | +24.6% | -107.9% | -86.8% |
| 5Y | -80.6% | +25.7% | -106.3% | -84.6% |
| All | +365.8% | +179.7% | +186.1% | +135.0% |
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