+6.8%
TMO vs USFD
+214.9%
-208.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.5% |
| 7D | +0.4% | -3.3% | +3.8% | +1.2% |
| 30D | +1.5% | -5.3% | +6.8% | +2.8% |
| 3M | +28.5% | +18.8% | +9.8% | +23.2% |
| 6M | +20.4% | +14.3% | +6.1% | +16.2% |
| YTD | +4.3% | +36.9% | -32.6% | -4.6% |
| 1Y | +24.1% | +31.7% | -7.6% | +14.4% |
| 3Y | +17.5% | +164.5% | -147.0% | -10.9% |
| 5Y | +6.8% | +212.6% | -205.8% | -22.9% |
| All | +6.8% | +214.9% | -208.1% | -22.9% |
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