+15.3%
TMO vs USFD
+207.9%
-192.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.6% | -0.2% | +1.8% | +1.7% |
| 30D | +8.4% | +12.3% | -4.0% | +5.3% |
| 3M | +18.7% | -0.7% | +19.4% | +18.7% |
| 6M | +58.9% | +31.3% | +27.6% | +47.6% |
| YTD | +24.2% | +45.7% | -21.5% | +10.9% |
| 1Y | +22.8% | +52.1% | -29.3% | +8.1% |
| 3Y | +61.6% | +158.2% | -96.6% | +20.3% |
| 5Y | +15.3% | +213.8% | -198.5% | -20.9% |
| All | +15.3% | +207.9% | -192.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling