+120.3%
TNA vs USFD
+165.3%
-45.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | -0.1% | -3.0% | +2.9% | +2.9% |
| 30D | -4.9% | +3.5% | -8.4% | -9.0% |
| 3M | +0.4% | +26.6% | -26.2% | -25.4% |
| 6M | +32.5% | +11.7% | +20.8% | +13.7% |
| YTD | +53.7% | +38.1% | +15.6% | -7.9% |
| 1Y | +65.1% | +33.4% | +31.7% | +4.1% |
| All | +120.3% | +165.3% | -45.1% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling