+301.0%
TWLO vs YUM
+171.3%
+129.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.6% |
| 7D | -2.4% | -6.1% | +3.6% | +0.6% |
| 30D | -7.8% | -5.8% | -2.0% | -5.3% |
| 3M | +10.0% | -7.6% | +17.7% | +13.4% |
| 6M | +79.5% | -9.1% | +88.6% | +85.0% |
| YTD | +59.8% | -5.5% | +65.4% | +59.8% |
| 1Y | +121.7% | -3.7% | +125.4% | +117.3% |
| 3Y | +240.8% | +17.8% | +223.0% | +187.9% |
| 5Y | -33.6% | +19.3% | -52.9% | -44.5% |
| All | +301.0% | +171.3% | +129.7% | +169.7% |
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