+329.7%
USFD vs TCOM
-9.7%
+339.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -3.3% | -7.6% | +4.3% | -1.6% |
| 30D | -5.3% | -12.2% | +6.9% | -2.5% |
| 3M | +18.8% | -14.2% | +33.0% | +22.5% |
| 6M | +14.3% | -25.0% | +39.3% | +21.6% |
| YTD | +36.9% | -43.7% | +80.5% | +54.2% |
| 1Y | +31.7% | -44.5% | +76.2% | +48.6% |
| 3Y | +164.5% | +13.4% | +151.0% | +130.1% |
| 5Y | +212.6% | +26.5% | +186.1% | +141.8% |
| 10Y | +329.7% | -10.3% | +340.0% | +214.3% |
| All | +329.7% | -9.7% | +339.5% | +214.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling