+239.9%
TMUS vs USFD
+359.1%
-119.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | +6.5% | +1.3% | +5.2% | +6.2% |
| 30D | +11.3% | +10.6% | +0.7% | +9.1% |
| 3M | -2.9% | -2.4% | -0.5% | -2.5% |
| 6M | -10.5% | +28.9% | -39.4% | -15.0% |
| YTD | -14.4% | +43.7% | -58.1% | -20.8% |
| 1Y | -17.9% | +48.5% | -66.4% | -24.6% |
| 3Y | +21.9% | +154.7% | -132.8% | -0.5% |
| 5Y | +52.1% | +218.4% | -166.3% | +16.9% |
| All | +239.9% | +359.1% | -119.2% | +125.2% |
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