+17.0%
TFC vs USFD
+46.1%
-29.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | +1.2% | +3.0% | -1.7% | +0.8% |
| 30D | +8.3% | +11.1% | -2.7% | +7.3% |
| 3M | -5.2% | -0.3% | -4.9% | -5.4% |
| 6M | -0.8% | +15.9% | -16.7% | -1.8% |
| YTD | +3.4% | +41.6% | -38.2% | -0.1% |
| 1Y | +17.0% | +49.4% | -32.4% | +12.4% |
| All | +17.0% | +46.1% | -29.1% | +12.4% |
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