+87.5%
TNA vs USFD
+306.5%
-219.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.5% | +1.3% | +1.5% |
| 7D | -3.6% | -7.0% | +3.4% | +3.7% |
| 30D | -10.1% | -10.3% | +0.2% | +0.2% |
| 3M | +2.7% | +9.2% | -6.5% | -8.4% |
| 6M | +38.4% | +7.4% | +31.0% | +24.3% |
| YTD | +45.4% | +29.4% | +16.0% | +3.5% |
| 1Y | +55.9% | +24.8% | +31.1% | +15.3% |
| 3Y | +109.8% | +150.0% | -40.2% | -19.6% |
| 5Y | -22.5% | +195.5% | -218.0% | -72.4% |
| 10Y | +87.5% | +315.7% | -228.2% | -45.8% |
| All | +87.5% | +306.5% | -219.0% | -45.8% |
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