+4,535.0%
YUM vs THC
+287.6%
+4,247.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +0.1% | +1.0% | -0.8% | 0.0% |
| 30D | +10.0% | +5.3% | +4.7% | +9.2% |
| 3M | +7.5% | +7.1% | +0.4% | +6.4% |
| 6M | +8.8% | +46.0% | -37.2% | +2.7% |
| YTD | +8.2% | +43.9% | -35.7% | +1.9% |
| 1Y | +9.8% | +45.4% | -35.6% | +3.1% |
| 3Y | +36.4% | +421.3% | -384.8% | +4.7% |
| 5Y | +41.7% | +261.5% | -219.8% | +11.1% |
| 10Y | +217.5% | +1,865.8% | -1,648.3% | +73.3% |
| All | +4,535.0% | +287.6% | +4,247.4% | +2,362.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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