+2,766.2%
YUM vs TDY
+7,056.0%
-4,289.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.4% |
| 7D | -6.1% | -1.1% | -4.9% | -5.8% |
| 30D | -5.8% | -12.0% | +6.2% | -3.3% |
| 3M | -7.6% | -3.2% | -4.4% | -7.2% |
| 6M | -9.1% | -7.9% | -1.3% | -8.0% |
| YTD | -5.5% | +18.2% | -23.7% | -9.4% |
| 1Y | -3.7% | +6.7% | -10.4% | -5.7% |
| 3Y | +17.8% | +47.5% | -29.7% | +6.8% |
| 5Y | +19.3% | +39.5% | -20.2% | +8.8% |
| 10Y | +170.7% | +477.2% | -306.5% | +86.9% |
| All | +2,766.2% | +7,056.0% | -4,289.8% | +1,620.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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