+17.8%
YUM vs TCOM
+8.0%
+9.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -6.1% | -4.9% | -1.2% | -5.7% |
| 30D | -5.8% | -14.4% | +8.6% | -4.7% |
| 3M | -7.6% | -17.7% | +10.0% | -6.3% |
| 6M | -9.1% | -25.1% | +16.0% | -7.2% |
| YTD | -5.5% | -45.7% | +40.2% | -1.1% |
| 1Y | -3.7% | -47.9% | +44.1% | +1.1% |
| 3Y | +17.8% | +8.9% | +8.9% | +16.6% |
| All | +17.8% | +8.0% | +9.8% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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