+20.0%
YUM vs TENB
-35.4%
+55.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.9% | -1.6% |
| 7D | -6.1% | -12.1% | +6.0% | -5.1% |
| 30D | -5.8% | -18.6% | +12.8% | -4.5% |
| 3M | -7.6% | +12.1% | -19.7% | -9.1% |
| 6M | -9.1% | +46.8% | -56.0% | -13.1% |
| YTD | -5.5% | +28.0% | -33.5% | -8.7% |
| 1Y | -3.7% | -1.4% | -2.3% | -4.3% |
| 3Y | +17.8% | -33.9% | +51.7% | +20.6% |
| All | +20.0% | -35.4% | +55.5% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 5y: compounded portfolio wealth divided by compounded TENB 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…
5y analysis · Full analysis span regression · 6 months rolling