+4,033.9%
YUM vs TSN
+254.7%
+3,779.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.2% |
| 7D | -5.2% | +1.4% | -6.5% | -5.5% |
| 30D | -0.1% | -6.2% | +6.1% | +1.2% |
| 3M | -4.3% | -5.7% | +1.4% | -3.3% |
| 6M | -8.7% | -11.4% | +2.6% | -6.7% |
| YTD | -3.5% | -8.2% | +4.7% | -2.3% |
| 1Y | +0.5% | -2.0% | +2.5% | +0.1% |
| 3Y | +20.5% | +11.9% | +8.7% | +15.5% |
| 5Y | +21.8% | -17.8% | +39.6% | +23.5% |
| 10Y | +176.5% | -5.7% | +182.2% | +161.5% |
| All | +4,033.9% | +254.7% | +3,779.2% | +2,376.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling