+34.8%
YUM vs TMF
-31.3%
+66.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | 0.0% |
| 7D | -4.1% | -8.2% | +4.1% | -3.1% |
| 30D | +8.4% | +5.3% | +3.0% | +7.8% |
| 3M | +6.5% | -8.5% | +15.0% | +7.4% |
| 6M | +5.3% | -17.2% | +22.5% | +7.1% |
| YTD | +6.9% | -23.4% | +30.3% | +9.6% |
| 1Y | +8.7% | -30.2% | +39.0% | +12.5% |
| All | +34.8% | -31.3% | +66.1% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling