+17.7%
YUM vs TLN
+602.5%
-584.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -0.8% |
| 7D | -1.7% | +10.9% | -12.6% | -1.6% |
| 30D | -0.8% | -6.3% | +5.5% | -0.8% |
| 3M | +1.5% | -10.7% | +12.1% | +1.4% |
| 6M | -6.1% | +1.6% | -7.7% | -6.3% |
| YTD | -0.2% | -13.1% | +12.9% | -0.3% |
| 1Y | +2.5% | -15.1% | +17.5% | +2.3% |
| 3Y | +24.6% | +495.0% | -470.4% | +12.1% |
| All | +17.7% | +602.5% | -584.7% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling