-3.7%
YUM vs TLN
-23.3%
+19.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.1% |
| 3M | -7.6% | -9.3% | +1.7% | -8.0% |
| 6M | -9.1% | -1.1% | -8.0% | -9.5% |
| YTD | -5.5% | -16.6% | +11.0% | -5.9% |
| 1Y | -3.7% | -22.0% | +18.3% | -5.6% |
| All | -3.7% | -23.3% | +19.6% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling