+885.8%
YUM vs TMF
-72.0%
+957.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.1% |
| 7D | +0.1% | -9.3% | +9.4% | -0.6% |
| 30D | +10.0% | +1.9% | +8.0% | +10.2% |
| 3M | +7.5% | -11.2% | +18.7% | +6.5% |
| 6M | +8.8% | -17.7% | +26.5% | +7.2% |
| YTD | +8.2% | -24.5% | +32.7% | +5.9% |
| 1Y | +9.8% | -29.4% | +39.3% | +7.0% |
| 3Y | +36.4% | -33.4% | +69.9% | +33.9% |
| 5Y | +41.7% | -88.7% | +130.4% | +15.5% |
| 10Y | +217.5% | -82.5% | +300.0% | +192.2% |
| All | +885.8% | -72.0% | +957.8% | +1,033.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling