-3.7%
YUM vs TXG
+453.6%
-457.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -2.1% |
| 7D | -6.1% | +9.5% | -15.5% | -5.9% |
| 30D | -5.8% | +18.8% | -24.6% | -5.6% |
| 3M | -7.6% | +136.1% | -143.7% | -7.0% |
| 6M | -9.1% | +235.2% | -244.4% | -8.3% |
| YTD | -5.5% | +320.5% | -326.1% | -4.5% |
| 1Y | -3.7% | +425.2% | -428.9% | -3.7% |
| All | -3.7% | +453.6% | -457.3% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling