+116.4%
TFC vs USFD
+329.0%
-212.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | +2.4% | -3.0% | +5.4% | +3.8% |
| 30D | -1.3% | +3.5% | -4.8% | -3.0% |
| 3M | +6.1% | +26.6% | -20.5% | -5.0% |
| 6M | +7.3% | +11.7% | -4.4% | +1.2% |
| YTD | +8.2% | +38.1% | -29.9% | -8.5% |
| 1Y | +14.4% | +33.4% | -19.0% | -1.9% |
| 3Y | +93.7% | +155.8% | -62.1% | +22.3% |
| 5Y | +16.4% | +214.0% | -197.6% | -34.7% |
| 10Y | +101.6% | +320.4% | -218.8% | -4.5% |
| All | +116.4% | +329.0% | -212.6% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling