+55.9%
TNA vs USFD
+24.9%
+31.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.5% | +1.3% | -2.4% |
| 7D | -3.6% | -7.0% | +3.4% | -1.3% |
| 30D | -10.1% | -10.3% | +0.2% | -6.9% |
| 3M | +2.7% | +9.2% | -6.5% | -1.7% |
| 6M | +38.4% | +7.4% | +31.0% | +34.2% |
| YTD | +45.4% | +29.4% | +16.0% | +18.4% |
| 1Y | +55.9% | +24.8% | +31.1% | +31.8% |
| All | +55.9% | +24.9% | +31.1% | +31.8% |
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 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