+17.8%
YUM vs TRGP
+260.3%
-242.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.1% |
| 7D | -6.1% | +0.1% | -6.1% | -6.1% |
| 30D | -5.8% | +8.0% | -13.9% | -6.2% |
| 3M | -7.6% | +8.3% | -15.9% | -8.0% |
| 6M | -9.1% | +23.9% | -33.1% | -10.4% |
| YTD | -5.5% | +59.6% | -65.2% | -8.7% |
| 1Y | -3.7% | +79.4% | -83.1% | -7.9% |
| 3Y | +17.8% | +269.4% | -251.6% | +1.9% |
| All | +17.8% | +260.3% | -242.5% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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