+49.8%
USFD vs TCOM
-39.6%
+89.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.2% | +5.3% | +8.6% |
| 7D | +7.8% | +10.7% | -2.8% | +8.6% |
| 30D | +16.2% | +10.1% | +6.1% | +17.0% |
| 3M | +11.0% | -8.9% | +19.9% | +9.5% |
| 6M | +20.7% | -19.2% | +39.9% | +17.0% |
| YTD | +46.0% | -40.6% | +86.6% | +32.4% |
| 1Y | +49.8% | -39.0% | +88.8% | +35.5% |
| All | +49.8% | -39.6% | +89.4% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling