+14.6%
TMUS vs USFD
+159.7%
-145.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.4% |
| 7D | +9.0% | +3.9% | +5.1% | +8.3% |
| 30D | -3.2% | +10.7% | -13.9% | -4.7% |
| 3M | -6.9% | +6.3% | -13.2% | -7.9% |
| 6M | -16.4% | +16.2% | -32.7% | -18.3% |
| YTD | -19.6% | +41.9% | -61.5% | -23.8% |
| 1Y | -19.9% | +44.2% | -64.1% | -24.3% |
| All | +14.6% | +159.7% | -145.0% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling