+2,254.9%
YUM vs TECK
+2,212.2%
+42.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.2% | -2.1% |
| 7D | -3.6% | +4.9% | -8.4% | -4.2% |
| 30D | +0.4% | +5.2% | -4.8% | -0.4% |
| 3M | -3.8% | +13.8% | -17.6% | -5.8% |
| 6M | -8.3% | +38.5% | -46.8% | -13.0% |
| YTD | -2.6% | +47.3% | -50.0% | -8.8% |
| 1Y | +1.5% | +81.0% | -79.5% | -8.0% |
| 3Y | +21.6% | +79.9% | -58.3% | +8.0% |
| 5Y | +23.5% | +207.9% | -184.4% | -1.5% |
| 10Y | +178.9% | +389.5% | -210.5% | +90.5% |
| All | +2,254.9% | +2,212.2% | +42.7% | +1,084.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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