+17.8%
YUM vs TRMB
+12.4%
+5.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.3% |
| 7D | -6.1% | -3.0% | -3.0% | -5.7% |
| 30D | -5.8% | +2.3% | -8.2% | -6.1% |
| 3M | -7.6% | +15.3% | -22.9% | -9.6% |
| 6M | -9.1% | -14.7% | +5.6% | -7.4% |
| YTD | -5.5% | -26.4% | +20.9% | -1.6% |
| 1Y | -3.7% | -30.4% | +26.7% | +1.1% |
| 3Y | +17.8% | +13.5% | +4.3% | +12.3% |
| All | +17.8% | +12.4% | +5.4% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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