+21.8%
YUM vs TXT
+10.7%
+11.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -5.2% | -0.2% | -5.0% | -5.1% |
| 30D | -0.1% | -10.2% | +10.1% | +2.8% |
| 3M | -4.3% | -13.3% | +9.0% | -0.9% |
| 6M | -8.7% | -14.4% | +5.6% | -5.3% |
| YTD | -3.5% | -9.1% | +5.6% | -1.9% |
| 1Y | +0.5% | -2.2% | +2.6% | -0.2% |
| 3Y | +20.5% | +5.1% | +15.5% | +14.3% |
| 5Y | +21.8% | +12.8% | +9.0% | +9.9% |
| All | +21.8% | +10.7% | +11.1% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling