+61.1%
YUM vs TW
+206.7%
-145.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | -6.1% | -4.5% | -1.6% | -5.0% |
| 30D | -5.8% | -2.3% | -3.6% | -5.3% |
| 3M | -7.6% | +2.6% | -10.2% | -8.7% |
| 6M | -9.1% | -17.5% | +8.4% | -5.2% |
| YTD | -5.5% | -5.3% | -0.2% | -5.2% |
| 1Y | -3.7% | -14.8% | +11.1% | -0.8% |
| 3Y | +17.8% | +18.8% | -1.0% | +9.0% |
| 5Y | +19.3% | +20.7% | -1.5% | +7.4% |
| All | +61.1% | +206.7% | -145.6% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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