+51.8%
TMUS vs USFD
+215.4%
-163.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +4.9% | +1.7% | +3.2% | +4.5% |
| 30D | +7.7% | +10.2% | -2.5% | +5.4% |
| 3M | -6.8% | -1.5% | -5.3% | -6.6% |
| 6M | -9.7% | +27.3% | -37.0% | -14.7% |
| YTD | -15.0% | +44.0% | -58.9% | -22.4% |
| 1Y | -19.1% | +50.4% | -69.5% | -27.1% |
| 3Y | +21.4% | +153.6% | -132.1% | -6.0% |
| All | +51.8% | +215.4% | -163.7% | +8.2% |
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 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