+172.6%
TTMI vs YUM
+5.7%
+167.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +10.0% | +8.5% |
| 7D | +5.9% | -2.0% | +7.9% | +5.3% |
| 30D | -4.3% | -1.1% | -3.2% | -4.7% |
| 3M | -32.0% | +1.8% | -33.8% | -32.2% |
| 6M | +19.5% | -4.7% | +24.2% | +19.6% |
| YTD | +82.0% | +0.6% | +81.5% | +86.3% |
| 1Y | +172.6% | +6.4% | +166.2% | +199.2% |
| All | +172.6% | +5.7% | +167.0% | +199.2% |
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