+234.7%
TMUS vs USFD
+368.6%
-133.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.1% | +3.5% |
| 7D | +5.3% | +3.9% | +1.4% | +4.5% |
| 30D | +13.5% | +12.8% | +0.7% | +10.9% |
| 3M | -4.2% | +1.0% | -5.2% | -4.5% |
| 6M | -11.9% | +30.3% | -42.2% | -16.5% |
| YTD | -15.6% | +46.0% | -61.5% | -22.2% |
| 1Y | -16.8% | +49.6% | -66.4% | -23.7% |
| 3Y | +20.8% | +166.3% | -145.5% | -2.3% |
| 5Y | +48.0% | +208.4% | -160.3% | +14.4% |
| 10Y | +234.7% | +371.2% | -136.5% | +115.7% |
| All | +234.7% | +368.6% | -133.9% | +115.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling