+165.1%
USFD vs TCOM
+13.4%
+151.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -3.0% | -9.5% | +6.5% | -2.8% |
| 30D | +3.5% | -10.7% | +14.3% | +3.8% |
| 3M | +26.6% | -14.6% | +41.2% | +27.0% |
| 6M | +11.7% | -19.3% | +31.0% | +12.3% |
| YTD | +38.1% | -42.9% | +81.1% | +40.1% |
| 1Y | +33.4% | -43.8% | +77.2% | +35.3% |
| All | +165.1% | +13.4% | +151.7% | +161.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling