+15.6%
TMUS vs USFD
+159.2%
-143.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +3.6% | +3.0% | +0.6% | +3.0% |
| 30D | -3.4% | +11.1% | -14.4% | -4.9% |
| 3M | -9.5% | -0.3% | -9.2% | -9.6% |
| 6M | -15.2% | +15.9% | -31.1% | -17.0% |
| YTD | -18.9% | +41.6% | -60.5% | -23.1% |
| 1Y | -17.7% | +49.4% | -67.1% | -22.7% |
| 3Y | +15.6% | +157.8% | -142.2% | +3.8% |
| All | +15.6% | +159.2% | -143.6% | +3.8% |
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