+32.7%
TNA vs USFD
+359.9%
-327.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | +3.7% | +1.7% | +2.1% | +2.2% |
| 30D | +4.4% | +10.2% | -5.8% | -5.5% |
| 3M | -26.7% | -1.5% | -25.2% | -26.0% |
| 6M | -12.8% | +27.3% | -40.2% | -34.4% |
| YTD | +22.7% | +44.0% | -21.3% | -22.0% |
| 1Y | +35.7% | +50.4% | -14.7% | -17.6% |
| 3Y | +134.6% | +153.6% | -19.0% | -11.7% |
| 5Y | -46.0% | +219.0% | -265.0% | -82.2% |
| All | +32.7% | +359.9% | -327.3% | -61.8% |
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