+192.6%
USFD vs TCOM
+44.6%
+148.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.3% |
| 7D | +3.0% | +12.1% | -9.1% | +1.3% |
| 30D | +11.1% | +16.5% | -5.4% | +8.7% |
| 3M | -0.3% | -4.0% | +3.8% | +0.2% |
| 6M | +15.9% | -18.5% | +34.4% | +18.9% |
| YTD | +41.6% | -38.3% | +79.9% | +50.1% |
| 1Y | +49.4% | -36.6% | +86.0% | +57.6% |
| 3Y | +157.8% | +31.1% | +126.7% | +127.9% |
| All | +192.6% | +44.6% | +148.0% | +148.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling