-17.1%
TMUS vs USFD
+51.3%
-68.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +8.2% | -0.2% | +8.3% | +8.2% |
| 30D | +13.4% | +12.3% | +1.0% | +11.6% |
| 3M | -3.0% | -0.7% | -2.3% | -3.6% |
| 6M | -8.8% | +31.3% | -40.0% | -10.7% |
| YTD | -13.8% | +45.7% | -59.6% | -13.2% |
| 1Y | -17.1% | +52.1% | -69.2% | -16.1% |
| All | -17.1% | +51.3% | -68.3% | -16.1% |
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