+15.1%
YUM vs BTSG
+389.4%
-374.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.2% |
| 7D | -6.1% | -3.3% | -2.8% | -5.9% |
| 30D | -5.8% | -1.6% | -4.2% | -5.8% |
| 3M | -7.6% | -6.9% | -0.7% | -7.3% |
| 6M | -9.1% | +42.1% | -51.2% | -11.1% |
| YTD | -5.5% | +56.8% | -62.3% | -8.2% |
| 1Y | -3.7% | +109.8% | -113.5% | -8.2% |
| All | +15.1% | +389.4% | -374.3% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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