+318.1%
TMO vs USFD
+329.0%
-10.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.4% | -3.0% | +1.7% | -1.0% |
| 30D | +6.2% | +3.5% | +2.7% | +5.8% |
| 3M | +27.5% | +26.6% | +0.9% | +24.1% |
| 6M | +20.0% | +11.7% | +8.3% | +18.3% |
| YTD | +6.1% | +38.1% | -32.0% | +2.0% |
| 1Y | +25.8% | +33.4% | -7.5% | +21.3% |
| 3Y | +11.2% | +155.8% | -144.6% | -0.2% |
| 5Y | +9.6% | +214.0% | -204.5% | -4.2% |
| 10Y | +317.8% | +320.4% | -2.6% | +257.7% |
| All | +318.1% | +329.0% | -10.9% | +258.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling