+26.0%
TMO vs USFD
+24.9%
+1.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +0.6% |
| 7D | -0.5% | -7.0% | +6.5% | -0.2% |
| 30D | +1.0% | -10.3% | +11.3% | +1.4% |
| 3M | +22.7% | +9.2% | +13.5% | +22.9% |
| 6M | +19.0% | +7.4% | +11.6% | +19.3% |
| YTD | +4.7% | +29.4% | -24.6% | +4.5% |
| 1Y | +26.0% | +24.8% | +1.2% | +23.6% |
| All | +26.0% | +24.9% | +1.1% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling