+315.7%
USFD vs TKO
+958.6%
-642.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.3% | -4.9% |
| 7D | -7.0% | +0.7% | -7.7% | -7.2% |
| 30D | -10.3% | +0.9% | -11.2% | -10.7% |
| 3M | +9.2% | -6.2% | +15.4% | +10.5% |
| 6M | +7.4% | -5.6% | +13.0% | +8.1% |
| YTD | +29.4% | -7.8% | +37.2% | +30.4% |
| 1Y | +24.8% | -1.2% | +26.1% | +23.2% |
| 3Y | +150.0% | +106.5% | +43.5% | +93.3% |
| 5Y | +195.5% | +310.4% | -114.9% | +78.6% |
| 10Y | +315.7% | +987.5% | -671.8% | +113.1% |
| All | +315.7% | +958.6% | -642.9% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling