+58.8%
TMO vs USFD
+156.3%
-97.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +0.8% | +1.7% | -0.9% | +0.5% |
| 30D | +4.0% | +10.2% | -6.1% | +2.2% |
| 3M | +17.6% | -1.5% | +19.1% | +18.1% |
| 6M | +57.3% | +27.3% | +29.9% | +49.5% |
| YTD | +21.2% | +44.0% | -22.8% | +9.9% |
| 1Y | +21.1% | +50.4% | -29.2% | +8.4% |
| 3Y | +58.8% | +153.6% | -94.7% | +20.9% |
| All | +58.8% | +156.3% | -97.4% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling