+11.5%
YUM vs TLN
+574.4%
-562.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | -6.1% | -1.3% | -4.7% | -6.1% |
| 30D | -5.8% | -14.3% | +8.5% | -5.8% |
| 3M | -7.6% | -9.3% | +1.7% | -7.7% |
| 6M | -9.1% | -1.1% | -8.0% | -9.3% |
| YTD | -5.5% | -16.6% | +11.0% | -5.6% |
| 1Y | -3.7% | -22.0% | +18.3% | -3.8% |
| 3Y | +17.8% | +470.2% | -452.4% | +6.0% |
| All | +11.5% | +574.4% | -562.9% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling