+40.9%
TTWO vs YUM
+19.0%
+21.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | +0.4% | -6.1% | +6.4% | +2.0% |
| 30D | -11.3% | -5.8% | -5.5% | -10.0% |
| 3M | +1.6% | -7.6% | +9.2% | +3.4% |
| 6M | +2.1% | -9.1% | +11.2% | +4.1% |
| YTD | -15.8% | -5.5% | -10.3% | -15.7% |
| 1Y | -12.6% | -3.7% | -8.9% | -13.4% |
| 3Y | +48.2% | +17.8% | +30.4% | +32.2% |
| All | +40.9% | +19.0% | +21.9% | +23.6% |
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