+17.8%
YUM vs BTDR
+4.4%
+13.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.8% | -2.2% |
| 7D | -6.1% | -3.4% | -2.7% | -6.0% |
| 30D | -5.8% | +32.6% | -38.4% | -6.3% |
| 3M | -7.6% | -32.2% | +24.6% | -7.3% |
| 6M | -9.1% | +52.4% | -61.5% | -10.3% |
| YTD | -5.5% | +6.7% | -12.2% | -6.3% |
| 1Y | -3.7% | -15.2% | +11.5% | -4.6% |
| 3Y | +17.8% | +14.9% | +2.9% | +9.7% |
| All | +17.8% | +4.4% | +13.4% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling