+193.9%
USFD vs TW
+211.4%
-17.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | +0.2% |
| 7D | -3.3% | -3.5% | +0.1% | -2.1% |
| 30D | -5.3% | +0.5% | -5.8% | -5.6% |
| 3M | +18.8% | +4.9% | +13.8% | +15.8% |
| 6M | +14.3% | -17.1% | +31.4% | +21.4% |
| YTD | +36.9% | -3.9% | +40.7% | +36.4% |
| 1Y | +31.7% | -13.3% | +45.0% | +36.5% |
| 3Y | +164.5% | +20.9% | +143.6% | +130.0% |
| 5Y | +212.6% | +20.5% | +192.1% | +164.3% |
| All | +193.9% | +211.4% | -17.6% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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