+170.8%
YUM vs TRU
+225.6%
-54.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -5.2% | -9.4% | +4.2% | -2.6% |
| 30D | -0.1% | -4.1% | +4.0% | +1.0% |
| 3M | -4.3% | +13.6% | -17.9% | -8.1% |
| 6M | -8.7% | +3.6% | -12.3% | -10.5% |
| YTD | -3.5% | -9.8% | +6.3% | -2.4% |
| 1Y | +0.5% | -13.6% | +14.1% | +2.3% |
| 3Y | +20.5% | -2.0% | +22.5% | +11.7% |
| 5Y | +21.8% | -35.8% | +57.6% | +30.1% |
| 10Y | +176.5% | +142.9% | +33.6% | +79.5% |
| All | +170.8% | +225.6% | -54.8% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling