+8.7%
YUM vs TYL
-9.8%
+18.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.5% |
| 7D | -4.1% | -1.6% | -2.5% | -3.9% |
| 30D | +8.4% | +22.1% | -13.8% | +6.5% |
| 3M | +6.5% | +33.4% | -26.8% | +4.4% |
| 6M | +5.3% | +36.8% | -31.5% | +2.7% |
| YTD | +6.9% | -6.7% | +13.6% | +8.6% |
| 1Y | +8.7% | -9.2% | +18.0% | +11.7% |
| All | +8.7% | -9.8% | +18.5% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling