+238.4%
TMUS vs USFD
+369.7%
-131.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +3.6% | +3.0% | +0.6% | +2.9% |
| 30D | -3.4% | +11.1% | -14.4% | -5.3% |
| 3M | -9.5% | -0.3% | -9.2% | -9.5% |
| 6M | -15.2% | +15.9% | -31.1% | -17.8% |
| YTD | -18.9% | +41.6% | -60.5% | -24.8% |
| 1Y | -17.7% | +49.4% | -67.1% | -24.6% |
| 3Y | +15.6% | +157.8% | -142.2% | -5.9% |
| 5Y | +38.9% | +176.6% | -137.7% | +9.5% |
| All | +238.4% | +369.7% | -131.3% | +123.8% |
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