+1,124.0%
TTMI vs YUM
+171.3%
+952.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.1% | +5.5% | +4.3% |
| 7D | +0.7% | -6.1% | +6.7% | +3.6% |
| 30D | -8.4% | -5.8% | -2.6% | -6.4% |
| 3M | -32.5% | -7.6% | -24.8% | -31.0% |
| 6M | +32.5% | -9.1% | +41.6% | +36.4% |
| YTD | +83.2% | -5.5% | +88.8% | +84.5% |
| 1Y | +161.7% | -3.7% | +165.4% | +158.4% |
| 3Y | +890.1% | +17.8% | +872.3% | +749.0% |
| 5Y | +832.4% | +19.3% | +813.2% | +685.8% |
| All | +1,124.0% | +171.3% | +952.7% | +538.7% |
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 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