+46.7%
TNA vs USFD
+375.5%
-328.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.7% |
| 7D | -2.1% | -0.2% | -2.0% | -1.5% |
| 30D | +3.1% | +12.3% | -9.2% | -8.6% |
| 3M | -20.2% | -0.7% | -19.5% | -20.2% |
| 6M | -10.0% | +31.3% | -41.3% | -34.4% |
| YTD | +30.3% | +45.7% | -15.4% | -18.2% |
| 1Y | +31.1% | +52.1% | -21.0% | -21.3% |
| 3Y | +149.4% | +158.2% | -8.9% | -8.0% |
| 5Y | -42.5% | +213.8% | -256.2% | -80.8% |
| 10Y | +46.7% | +367.0% | -320.3% | -59.2% |
| All | +46.7% | +375.5% | -328.8% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling