+48.7%
TMUS vs USFD
+208.7%
-160.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +9.5% | +8.4% | +1.1% | +7.4% |
| 30D | +13.8% | +12.7% | +1.0% | +10.7% |
| 3M | -4.6% | +1.1% | -5.7% | -5.0% |
| 6M | -11.7% | +30.2% | -41.9% | -17.0% |
| YTD | -15.4% | +45.8% | -61.2% | -23.1% |
| 1Y | -16.1% | +51.9% | -68.1% | -24.6% |
| 3Y | +20.5% | +158.5% | -138.0% | -7.1% |
| 5Y | +48.7% | +208.0% | -159.3% | +7.0% |
| All | +48.7% | +208.7% | -160.0% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling