-44.2%
TNA vs USFD
+204.0%
-248.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.1% | +6.6% | +5.9% |
| 7D | +2.3% | +3.9% | -1.6% | -2.5% |
| 30D | +1.4% | +12.8% | -11.5% | -13.0% |
| 3M | -21.1% | +1.0% | -22.1% | -22.8% |
| 6M | -9.4% | +30.3% | -39.6% | -38.7% |
| YTD | +29.6% | +46.0% | -16.3% | -30.7% |
| 1Y | +34.6% | +49.6% | -15.0% | -30.8% |
| 3Y | +155.9% | +166.3% | -10.4% | -39.7% |
| 5Y | -44.2% | +208.4% | -252.5% | -88.8% |
| All | -44.2% | +204.0% | -248.1% | -88.8% |
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