+165.5%
YUM vs TD
+306.3%
-140.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.4% |
| 7D | -6.1% | -0.5% | -5.5% | -5.8% |
| 30D | -5.8% | -1.9% | -3.9% | -5.2% |
| 3M | -7.6% | +4.8% | -12.4% | -9.8% |
| 6M | -9.1% | +28.0% | -37.1% | -19.0% |
| YTD | -5.5% | +30.3% | -35.8% | -16.6% |
| 1Y | -3.7% | +59.8% | -63.5% | -22.7% |
| 3Y | +17.8% | +124.7% | -106.9% | -20.4% |
| 5Y | +19.3% | +127.0% | -107.7% | -21.4% |
| All | +165.5% | +306.3% | -140.7% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling