+165.5%
YUM vs TSN
-4.9%
+170.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.3% |
| 7D | -6.1% | +3.0% | -9.1% | -6.7% |
| 30D | -5.8% | -4.2% | -1.6% | -5.0% |
| 3M | -7.6% | -3.9% | -3.7% | -7.0% |
| 6M | -9.1% | -9.8% | +0.7% | -7.5% |
| YTD | -5.5% | -7.3% | +1.7% | -4.6% |
| 1Y | -3.7% | -2.2% | -1.5% | -4.2% |
| 3Y | +17.8% | +11.9% | +5.9% | +12.4% |
| 5Y | +19.3% | -16.9% | +36.2% | +21.0% |
| All | +165.5% | -4.9% | +170.5% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling