+4,502.8%
YUM vs TYL
+12,166.5%
-7,663.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +2.0% | +4.3% | -2.3% | +1.5% |
| 30D | +10.6% | +28.0% | -17.3% | +7.3% |
| 3M | +10.8% | +32.3% | -21.5% | +7.0% |
| 6M | +6.5% | +29.9% | -23.4% | +2.8% |
| YTD | +7.5% | -7.1% | +14.6% | +7.4% |
| 1Y | +10.2% | -9.2% | +19.4% | +10.4% |
| 3Y | +34.8% | +0.7% | +34.1% | +32.7% |
| 5Y | +40.0% | -21.1% | +61.1% | +40.5% |
| 10Y | +212.0% | +180.8% | +31.2% | +169.6% |
| All | +4,502.8% | +12,166.5% | -7,663.7% | +2,535.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling