+212.6%
USFD vs TKO
+312.5%
-100.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.0% | -5.9% | -1.9% |
| 7D | -3.3% | +7.2% | -10.5% | -4.7% |
| 30D | -5.3% | +4.7% | -10.0% | -6.3% |
| 3M | +18.8% | -3.2% | +22.0% | +19.1% |
| 6M | +14.3% | -2.9% | +17.1% | +14.2% |
| YTD | +36.9% | -5.8% | +42.7% | +37.1% |
| 1Y | +31.7% | -1.1% | +32.8% | +30.2% |
| 3Y | +164.5% | +111.1% | +53.4% | +113.4% |
| 5Y | +212.6% | +315.6% | -103.0% | +67.9% |
| All | +212.6% | +312.5% | -100.0% | +67.9% |
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