+165.1%
USFD vs TW
+26.6%
+138.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -3.0% | -2.3% | -0.7% | -2.6% |
| 30D | +3.5% | +3.9% | -0.4% | +2.8% |
| 3M | +26.6% | +5.7% | +20.9% | +25.1% |
| 6M | +11.7% | -14.5% | +26.2% | +14.8% |
| YTD | +38.1% | -0.9% | +39.0% | +37.3% |
| 1Y | +33.4% | -13.5% | +46.9% | +36.9% |
| All | +165.1% | +26.6% | +138.5% | +159.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling