+4,070.4%
YUM vs TRMB
+1,677.5%
+2,392.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.0% |
| 7D | -3.6% | -2.9% | -0.7% | -3.1% |
| 30D | +0.4% | -1.8% | +2.2% | +0.6% |
| 3M | -3.8% | +8.4% | -12.2% | -5.2% |
| 6M | -8.3% | -18.5% | +10.2% | -5.7% |
| YTD | -2.6% | -26.7% | +24.1% | +1.6% |
| 1Y | +1.5% | -28.3% | +29.8% | +6.1% |
| 3Y | +21.6% | +12.6% | +9.0% | +16.8% |
| 5Y | +23.5% | -38.7% | +62.2% | +28.9% |
| 10Y | +178.9% | +120.8% | +58.2% | +135.4% |
| All | +4,070.4% | +1,677.5% | +2,392.9% | +2,398.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling