+317.7%
USFD vs TCOM
-7.9%
+325.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -3.0% | -9.5% | +6.5% | -0.8% |
| 30D | +3.5% | -10.7% | +14.3% | +6.2% |
| 3M | +26.6% | -14.6% | +41.2% | +30.6% |
| 6M | +11.7% | -19.3% | +31.0% | +16.6% |
| YTD | +38.1% | -42.9% | +81.1% | +54.9% |
| 1Y | +33.4% | -43.8% | +77.2% | +49.8% |
| 3Y | +155.8% | +2.1% | +153.7% | +130.4% |
| 5Y | +214.0% | +31.2% | +182.8% | +141.2% |
| 10Y | +320.4% | -13.9% | +334.3% | +207.7% |
| All | +317.7% | -7.9% | +325.6% | +200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling