-21.2%
TMUS vs USFD
+49.6%
-70.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.5% | -5.4% | +1.5% |
| 7D | +7.5% | +7.8% | -0.4% | +6.1% |
| 30D | -3.3% | +16.2% | -19.5% | -5.3% |
| 3M | -9.7% | +11.0% | -20.7% | -11.2% |
| 6M | -17.2% | +20.7% | -37.9% | -18.9% |
| YTD | -20.3% | +46.0% | -66.3% | -21.5% |
| 1Y | -21.2% | +49.8% | -71.0% | -22.6% |
| All | -21.2% | +49.6% | -70.8% | -22.6% |
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