+165.5%
YUM vs TMF
-86.4%
+252.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -6.1% | -5.1% | -1.0% | -6.2% |
| 30D | -5.8% | -4.6% | -1.2% | -5.9% |
| 3M | -7.6% | -16.6% | +9.0% | -7.9% |
| 6M | -9.1% | -19.9% | +10.7% | -9.5% |
| YTD | -5.5% | -20.2% | +14.6% | -5.9% |
| 1Y | -3.7% | -27.7% | +24.0% | -4.3% |
| 3Y | +17.8% | -43.9% | +61.7% | +16.4% |
| 5Y | +19.3% | -88.4% | +107.7% | +5.3% |
| All | +165.5% | -86.4% | +252.0% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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