0.0%
TFC vs USFD
+207.9%
-207.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | +7.8% | +12.3% | -4.6% | +2.2% |
| 3M | -3.0% | -0.7% | -2.3% | -3.0% |
| 6M | +5.8% | +31.3% | -25.5% | -7.5% |
| YTD | +5.3% | +45.7% | -40.4% | -14.4% |
| 1Y | +15.7% | +52.1% | -36.5% | -8.4% |
| 3Y | +94.8% | +158.2% | -63.4% | +16.1% |
| 5Y | 0.0% | +213.8% | -213.7% | -47.5% |
| All | 0.0% | +207.9% | -207.9% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling