+394.9%
TTWO vs YUM
+171.3%
+223.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | +0.4% | -6.1% | +6.4% | +2.1% |
| 30D | -11.3% | -5.8% | -5.5% | -9.9% |
| 3M | +1.6% | -7.6% | +9.2% | +3.5% |
| 6M | +2.1% | -9.1% | +11.2% | +4.3% |
| YTD | -15.8% | -5.5% | -10.3% | -15.5% |
| 1Y | -12.6% | -3.7% | -8.9% | -13.0% |
| 3Y | +48.2% | +17.8% | +30.4% | +36.5% |
| 5Y | +40.0% | +19.3% | +20.7% | +27.3% |
| All | +394.9% | +171.3% | +223.6% | +244.1% |
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