+35.7%
TNA vs USFD
+49.2%
-13.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +3.7% | +1.7% | +2.1% | +3.2% |
| 30D | +4.4% | +10.2% | -5.8% | +1.7% |
| 3M | -26.7% | -1.5% | -25.2% | -26.6% |
| 6M | -12.8% | +27.3% | -40.2% | -19.4% |
| YTD | +22.7% | +44.0% | -21.3% | -0.8% |
| 1Y | +35.7% | +50.4% | -14.7% | +5.1% |
| All | +35.7% | +49.2% | -13.6% | +5.1% |
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