+702.8%
TWLO vs YUM
+185.8%
+517.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.2% |
| 7D | -3.9% | -5.2% | +1.3% | -1.3% |
| 30D | -9.7% | -0.1% | -9.6% | -10.0% |
| 3M | +11.6% | -4.3% | +15.9% | +13.0% |
| 6M | +84.7% | -8.7% | +93.4% | +90.2% |
| YTD | +62.5% | -3.5% | +66.0% | +60.7% |
| 1Y | +121.7% | +0.5% | +121.3% | +112.0% |
| 3Y | +253.0% | +20.5% | +232.5% | +193.2% |
| 5Y | -32.5% | +21.8% | -54.3% | -44.4% |
| 10Y | +312.7% | +176.5% | +136.2% | +115.4% |
| All | +702.8% | +185.8% | +517.0% | +308.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling