+2,459.5%
TXN vs YUM
+4,087.9%
-1,628.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | +2.0% | -5.2% | +7.2% | +3.9% |
| 30D | -8.0% | -0.1% | -7.9% | -8.2% |
| 3M | -7.8% | -4.3% | -3.5% | -7.0% |
| 6M | +32.4% | -8.7% | +41.1% | +35.6% |
| YTD | +51.7% | -3.5% | +55.2% | +51.9% |
| 1Y | +44.3% | +0.5% | +43.8% | +41.9% |
| 3Y | +71.3% | +20.5% | +50.8% | +56.7% |
| 5Y | +56.4% | +21.8% | +34.6% | +42.4% |
| 10Y | +410.2% | +176.5% | +233.7% | +244.8% |
| All | +2,459.5% | +4,087.9% | -1,628.3% | +685.0% |
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