+20.0%
YUM vs TRU
-35.6%
+55.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.3% |
| 7D | -6.1% | -2.7% | -3.3% | -5.6% |
| 30D | -5.8% | -2.0% | -3.8% | -5.5% |
| 3M | -7.6% | +18.4% | -26.1% | -10.5% |
| 6M | -9.1% | +8.9% | -18.0% | -10.9% |
| YTD | -5.5% | -8.9% | +3.4% | -5.0% |
| 1Y | -3.7% | -15.9% | +12.2% | -2.0% |
| 3Y | +17.8% | -1.1% | +18.9% | +13.8% |
| All | +20.0% | -35.6% | +55.6% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling