+371.2%
USFD vs TCOM
+3.5%
+367.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.2% |
| 7D | +3.9% | +7.4% | -3.5% | +2.2% |
| 30D | +12.8% | +13.2% | -0.4% | +9.6% |
| 3M | +1.0% | -4.6% | +5.5% | +1.9% |
| 6M | +30.3% | -16.4% | +46.7% | +35.0% |
| YTD | +46.0% | -38.8% | +84.7% | +61.1% |
| 1Y | +49.6% | -37.3% | +86.9% | +63.9% |
| 3Y | +166.3% | +31.4% | +134.8% | +123.1% |
| 5Y | +208.4% | +45.5% | +162.9% | +129.6% |
| 10Y | +371.2% | +4.6% | +366.6% | +238.0% |
| All | +371.2% | +3.5% | +367.7% | +238.0% |
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