+1,621.3%
YUM vs TCOM
+2,557.8%
-936.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -6.1% | -4.9% | -1.2% | -5.4% |
| 30D | -5.8% | -14.4% | +8.6% | -3.7% |
| 3M | -7.6% | -17.7% | +10.0% | -5.2% |
| 6M | -9.1% | -25.1% | +16.0% | -5.6% |
| YTD | -5.5% | -45.7% | +40.2% | +2.4% |
| 1Y | -3.7% | -47.9% | +44.1% | +4.9% |
| 3Y | +17.8% | +8.9% | +8.9% | +12.0% |
| 5Y | +19.3% | +26.9% | -7.6% | +5.7% |
| 10Y | +170.7% | -11.2% | +181.9% | +140.0% |
| All | +1,621.3% | +2,557.8% | -936.6% | +844.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling