+4,477.8%
YUM vs TYL
+12,222.6%
-7,744.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.7% |
| 3M | +6.5% | +33.4% | -26.8% | +2.8% |
| 6M | +5.3% | +36.8% | -31.5% | +1.0% |
| YTD | +6.9% | -6.7% | +13.6% | +6.7% |
| 1Y | +8.7% | -9.2% | +18.0% | +9.0% |
| 3Y | +34.1% | +1.2% | +32.9% | +31.9% |
| 5Y | +39.9% | -23.0% | +62.9% | +40.7% |
| 10Y | +213.6% | +182.0% | +31.6% | +170.8% |
| All | +4,477.8% | +12,222.6% | -7,744.8% | +2,519.4% |
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