+165.5%
YUM vs TNA
+86.1%
+79.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | -6.1% | -7.3% | +1.2% | -4.9% |
| 30D | -5.8% | -14.2% | +8.3% | -3.7% |
| 3M | -7.6% | -4.6% | -3.1% | -7.4% |
| 6M | -9.1% | +36.9% | -46.1% | -14.9% |
| YTD | -5.5% | +42.5% | -48.1% | -12.6% |
| 1Y | -3.7% | +45.8% | -49.5% | -12.1% |
| 3Y | +17.8% | +104.7% | -86.9% | -6.3% |
| 5Y | +19.3% | -21.7% | +41.0% | +4.7% |
| All | +165.5% | +86.1% | +79.5% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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