+178.9%
YUM vs TYL
+102.8%
+76.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.1% |
| 7D | -3.6% | -8.6% | +5.0% | -1.5% |
| 30D | +0.4% | +7.5% | -7.2% | -1.5% |
| 3M | -3.8% | +10.9% | -14.7% | -6.7% |
| 6M | -8.3% | -6.7% | -1.6% | -7.6% |
| YTD | -2.6% | -24.5% | +21.9% | +2.9% |
| 1Y | +1.5% | -38.6% | +40.1% | +13.4% |
| 3Y | +21.6% | -12.6% | +34.2% | +20.9% |
| 5Y | +23.5% | -28.2% | +51.7% | +26.9% |
| 10Y | +178.9% | +104.0% | +74.9% | +106.5% |
| All | +178.9% | +102.8% | +76.2% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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