+165.5%
YUM vs TXT
+107.7%
+57.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.3% | -4.4% | -2.8% |
| 7D | -6.1% | +2.5% | -8.5% | -6.7% |
| 30D | -5.8% | -8.9% | +3.0% | -3.3% |
| 3M | -7.6% | -13.6% | +5.9% | -4.0% |
| 6M | -9.1% | -13.1% | +3.9% | -5.9% |
| YTD | -5.5% | -7.0% | +1.5% | -4.4% |
| 1Y | -3.7% | -1.4% | -2.3% | -4.4% |
| 3Y | +17.8% | +7.0% | +10.8% | +12.0% |
| 5Y | +19.3% | +15.4% | +3.9% | +8.8% |
| All | +165.5% | +107.7% | +57.8% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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