+44.8%
YUM vs TXG
+22.9%
+21.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -5.2% | +5.0% | -10.2% | -5.5% |
| 30D | -0.1% | +13.5% | -13.6% | -1.1% |
| 3M | -4.3% | +128.0% | -132.3% | -10.7% |
| 6M | -8.7% | +224.4% | -233.2% | -17.6% |
| YTD | -3.5% | +307.0% | -310.5% | -14.9% |
| 1Y | +0.5% | +427.2% | -426.8% | -14.0% |
| 3Y | +20.5% | +40.2% | -19.6% | +13.0% |
| 5Y | +21.8% | -64.0% | +85.8% | +23.7% |
| All | +44.8% | +22.9% | +21.9% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling