+328.2%
USFD vs TCOM
-0.4%
+328.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.5% |
| 7D | +3.0% | +12.1% | -9.1% | +0.3% |
| 30D | +11.1% | +16.5% | -5.4% | +7.2% |
| 3M | -0.3% | -4.0% | +3.8% | +0.5% |
| 6M | +15.9% | -18.5% | +34.4% | +20.8% |
| YTD | +41.6% | -38.3% | +79.9% | +55.8% |
| 1Y | +49.4% | -36.6% | +86.0% | +63.1% |
| 3Y | +157.8% | +31.1% | +126.7% | +117.1% |
| 5Y | +176.6% | +47.6% | +129.0% | +106.2% |
| 10Y | +375.4% | +5.1% | +370.3% | +240.6% |
| All | +328.2% | -0.4% | +328.6% | +202.4% |
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