+94.8%
TFC vs USFD
+163.9%
-69.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +1.7% | +8.4% | -6.7% | -1.1% |
| 30D | +9.0% | +12.7% | -3.7% | +4.6% |
| 3M | -2.1% | +1.1% | -3.2% | -2.7% |
| 6M | +3.4% | +30.2% | -26.8% | -6.6% |
| YTD | +5.3% | +45.8% | -40.6% | -12.0% |
| 1Y | +16.2% | +51.9% | -35.8% | -5.2% |
| 3Y | +94.8% | +158.5% | -63.7% | +26.7% |
| All | +94.8% | +163.9% | -69.1% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling