+296.2%
TMUS vs USFD
+340.6%
-44.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.4% |
| 7D | +9.0% | +3.9% | +5.1% | +8.2% |
| 30D | -3.2% | +10.7% | -13.9% | -5.1% |
| 3M | -6.9% | +6.3% | -13.2% | -8.1% |
| 6M | -16.4% | +16.2% | -32.7% | -19.1% |
| YTD | -19.6% | +41.9% | -61.5% | -25.5% |
| 1Y | -19.9% | +44.2% | -64.1% | -26.1% |
| 3Y | +14.5% | +159.8% | -145.3% | -6.9% |
| 5Y | +37.7% | +177.1% | -139.4% | +8.5% |
| 10Y | +242.2% | +376.2% | -133.9% | +121.0% |
| All | +296.2% | +340.6% | -44.4% | +154.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling