+317.7%
USFD vs TKO
+1,132.5%
-814.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -3.0% | +0.7% | -3.8% | -3.2% |
| 30D | +3.5% | +1.6% | +1.9% | +3.0% |
| 3M | +26.6% | -7.8% | +34.3% | +28.7% |
| 6M | +11.7% | -13.3% | +25.0% | +15.0% |
| YTD | +38.1% | -10.3% | +48.4% | +40.2% |
| 1Y | +33.4% | -0.6% | +34.0% | +31.3% |
| 3Y | +155.8% | +88.5% | +67.3% | +103.7% |
| 5Y | +214.0% | +284.7% | -70.7% | +94.3% |
| 10Y | +320.4% | +905.7% | -585.4% | +116.0% |
| All | +317.7% | +1,132.5% | -814.8% | +114.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling