+42.0%
TMUS vs USFD
+215.8%
-173.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | +0.1% | -3.0% | +3.1% | +0.7% |
| 30D | +5.3% | +3.5% | +1.7% | +4.4% |
| 3M | +3.1% | +26.6% | -23.4% | -2.2% |
| 6M | -16.5% | +11.7% | -28.2% | -18.7% |
| YTD | -9.2% | +38.1% | -47.3% | -16.2% |
| 1Y | -26.5% | +33.4% | -59.9% | -31.7% |
| 3Y | +39.0% | +155.8% | -116.8% | +7.8% |
| All | +42.0% | +215.8% | -173.9% | +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 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