+829.0%
TTMI vs YUM
+19.0%
+810.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.1% | +5.5% | +4.0% |
| 7D | +0.7% | -6.1% | +6.7% | +2.5% |
| 30D | -8.4% | -5.8% | -2.6% | -7.1% |
| 3M | -32.5% | -7.6% | -24.8% | -31.6% |
| 6M | +32.5% | -9.1% | +41.6% | +35.1% |
| YTD | +83.2% | -5.5% | +88.8% | +83.6% |
| 1Y | +161.7% | -3.7% | +165.4% | +159.0% |
| 3Y | +890.1% | +17.8% | +872.3% | +744.3% |
| All | +829.0% | +19.0% | +810.0% | +661.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling