+24.6%
YUM vs TYL
-10.9%
+35.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.2% |
| 7D | -1.7% | -7.6% | +5.9% | -0.7% |
| 30D | -0.8% | +11.3% | -12.1% | -2.2% |
| 3M | +1.5% | +14.5% | -13.0% | -0.6% |
| 6M | -6.1% | -7.1% | +1.0% | -5.7% |
| YTD | -0.2% | -23.4% | +23.2% | +4.3% |
| 1Y | +2.5% | -38.6% | +41.0% | +12.2% |
| 3Y | +24.6% | -11.3% | +35.9% | +24.7% |
| All | +24.6% | -10.9% | +35.5% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling