+21.3%
TFC vs USFD
+49.6%
-28.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.5% | -5.5% | +2.0% |
| 7D | +5.1% | +7.8% | -2.8% | +4.2% |
| 30D | +9.8% | +16.2% | -6.4% | +8.2% |
| 3M | -2.4% | +11.0% | -13.4% | -3.6% |
| 6M | +4.9% | +20.7% | -15.8% | +3.4% |
| YTD | +6.6% | +46.0% | -39.4% | +2.5% |
| 1Y | +21.3% | +49.8% | -28.5% | +16.3% |
| All | +21.3% | +49.6% | -28.3% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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