-19.2%
TNA vs USFD
+214.9%
-234.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.2% |
| 7D | +4.1% | -3.3% | +7.4% | +8.4% |
| 30D | -7.6% | -5.3% | -2.3% | -1.5% |
| 3M | +8.1% | +18.8% | -10.7% | -15.9% |
| 6M | +49.0% | +14.3% | +34.7% | +20.0% |
| YTD | +51.7% | +36.9% | +14.9% | -10.4% |
| 1Y | +59.6% | +31.7% | +27.9% | -0.7% |
| 3Y | +118.9% | +164.5% | -45.6% | -45.9% |
| 5Y | -19.2% | +212.6% | -231.8% | -83.8% |
| All | -19.2% | +214.9% | -234.1% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling