+20.0%
YUM vs TXG
-62.8%
+82.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -2.3% |
| 7D | -6.1% | +9.5% | -15.5% | -6.6% |
| 30D | -5.8% | +18.8% | -24.6% | -7.0% |
| 3M | -7.6% | +136.1% | -143.7% | -13.5% |
| 6M | -9.1% | +235.2% | -244.4% | -17.5% |
| YTD | -5.5% | +320.5% | -326.1% | -16.0% |
| 1Y | -3.7% | +425.2% | -428.9% | -16.6% |
| 3Y | +17.8% | +42.9% | -25.1% | +11.9% |
| All | +20.0% | -62.8% | +82.8% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling