+213.8%
USFD vs TKO
+288.0%
-74.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.2% | +3.1% | -3.3% | -0.8% |
| 30D | +12.3% | +15.0% | -2.7% | +9.3% |
| 3M | -0.7% | +2.9% | -3.6% | -1.4% |
| 6M | +31.3% | +9.0% | +22.3% | +28.1% |
| YTD | +45.7% | -3.4% | +49.1% | +45.2% |
| 1Y | +52.1% | +12.8% | +39.3% | +45.9% |
| 3Y | +158.2% | +158.0% | +0.3% | +97.8% |
| 5Y | +213.8% | +285.4% | -71.6% | +77.4% |
| All | +213.8% | +288.0% | -74.3% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling