+20.3%
YUM vs TLN
+469.0%
-448.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -0.9% |
| 7D | -5.2% | +2.0% | -7.2% | -5.2% |
| 30D | -0.1% | -12.9% | +12.9% | -0.1% |
| 3M | -4.3% | -7.4% | +3.2% | -4.4% |
| 6M | -8.7% | -6.0% | -2.7% | -8.9% |
| YTD | -3.5% | -16.9% | +13.4% | -3.6% |
| 1Y | +0.5% | -22.6% | +23.1% | +0.3% |
| All | +20.3% | +469.0% | -448.7% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling