+419.8%
TXN vs YUM
+171.3%
+248.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.1% | +5.9% | +4.8% |
| 7D | +4.0% | -6.1% | +10.0% | +7.0% |
| 30D | -2.9% | -5.8% | +3.0% | -0.5% |
| 3M | -9.1% | -7.6% | -1.5% | -6.7% |
| 6M | +36.6% | -9.1% | +45.8% | +41.0% |
| YTD | +57.5% | -5.5% | +63.0% | +58.9% |
| 1Y | +49.5% | -3.7% | +53.2% | +48.7% |
| 3Y | +76.5% | +17.8% | +58.7% | +56.0% |
| 5Y | +62.4% | +19.3% | +43.1% | +41.5% |
| All | +419.8% | +171.3% | +248.5% | +219.4% |
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