+33.6%
YUM vs TSLQ
-97.2%
+130.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -0.8% |
| 7D | -5.2% | +5.7% | -10.9% | -5.1% |
| 30D | -0.1% | -21.1% | +21.0% | -0.5% |
| 3M | -4.3% | -11.5% | +7.2% | -4.2% |
| 6M | -8.7% | -14.9% | +6.2% | -8.6% |
| YTD | -3.5% | +2.4% | -5.9% | -2.8% |
| 1Y | +0.5% | -49.8% | +50.2% | -0.5% |
| 3Y | +20.5% | -95.8% | +116.3% | +14.6% |
| All | +33.6% | -97.2% | +130.8% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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