+65.1%
TNA vs USFD
+34.2%
+30.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -0.1% | -3.0% | +2.9% | +0.8% |
| 30D | -4.9% | +3.5% | -8.4% | -6.0% |
| 3M | +0.4% | +26.6% | -26.2% | -9.3% |
| 6M | +32.5% | +11.7% | +20.8% | +27.2% |
| YTD | +53.7% | +38.1% | +15.6% | +22.5% |
| 1Y | +65.1% | +33.4% | +31.7% | +37.1% |
| All | +65.1% | +34.2% | +30.9% | +37.1% |
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