+216.3%
USFD vs TW
+23.1%
+193.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -3.0% | -2.3% | -0.7% | -2.4% |
| 30D | +3.5% | +3.9% | -0.4% | +2.4% |
| 3M | +26.6% | +5.7% | +20.9% | +24.0% |
| 6M | +11.7% | -14.5% | +26.2% | +16.3% |
| YTD | +38.1% | -0.9% | +39.0% | +36.7% |
| 1Y | +33.4% | -13.5% | +46.9% | +38.0% |
| 3Y | +155.8% | +25.0% | +130.8% | +124.7% |
| All | +216.3% | +23.1% | +193.2% | +157.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling