+31.7%
USFD vs TCOM
-44.5%
+76.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -1.0% |
| 7D | -3.3% | -7.6% | +4.3% | -4.1% |
| 30D | -5.3% | -12.2% | +6.9% | -6.6% |
| 3M | +18.8% | -14.2% | +33.0% | +17.0% |
| 6M | +14.3% | -25.0% | +39.3% | +10.0% |
| YTD | +36.9% | -43.7% | +80.5% | +25.3% |
| 1Y | +31.7% | -44.5% | +76.2% | +21.0% |
| All | +31.7% | -44.5% | +76.2% | +21.0% |
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 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