+51.9%
USFD vs TW
+19.2%
+32.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +8.4% | +3.1% | +5.3% | +8.1% |
| 30D | +12.7% | +16.7% | -4.0% | +11.4% |
| 3M | +1.1% | +25.2% | -24.0% | -0.5% |
| 6M | +30.2% | +19.5% | +10.7% | +28.2% |
| YTD | +45.8% | +21.0% | +24.8% | +44.5% |
| 1Y | +51.9% | +19.0% | +33.0% | +50.4% |
| All | +51.9% | +19.2% | +32.7% | +50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling