+4,070.4%
YUM vs TECH
+4,411.9%
-341.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -3.6% | -0.1% | -3.5% | -3.5% |
| 30D | +0.4% | +0.3% | +0.1% | +0.3% |
| 3M | -3.8% | +32.9% | -36.7% | -8.8% |
| 6M | -8.3% | +32.1% | -40.4% | -13.7% |
| YTD | -2.6% | +23.4% | -26.0% | -7.7% |
| 1Y | +1.5% | +34.1% | -32.5% | -5.5% |
| 3Y | +21.6% | +2.2% | +19.4% | +15.8% |
| 5Y | +23.5% | -41.8% | +65.3% | +28.2% |
| 10Y | +178.9% | +188.9% | -10.0% | +113.7% |
| All | +4,070.4% | +4,411.9% | -341.5% | +1,828.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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