+323.9%
TMO vs USFD
+310.2%
+13.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -2.5% | -8.0% | +5.5% | -1.6% |
| 30D | -0.3% | -13.1% | +12.8% | +1.2% |
| 3M | +25.3% | +6.5% | +18.7% | +24.3% |
| 6M | +20.9% | +5.7% | +15.1% | +19.9% |
| YTD | +4.3% | +27.5% | -23.2% | +1.1% |
| 1Y | +27.0% | +23.4% | +3.6% | +23.5% |
| 3Y | +17.5% | +146.4% | -128.9% | +6.0% |
| 5Y | +6.9% | +196.8% | -189.8% | -5.7% |
| All | +323.9% | +310.2% | +13.8% | +259.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded USFD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling