+101.0%
TNA vs USFD
+353.4%
-252.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.1% | +6.6% | +6.5% |
| 7D | +2.3% | +3.9% | -1.6% | -1.6% |
| 30D | +1.4% | +12.8% | -11.5% | -10.5% |
| 3M | -21.1% | +1.0% | -22.1% | -22.4% |
| 6M | -9.4% | +30.3% | -39.6% | -33.4% |
| YTD | +29.6% | +46.0% | -16.3% | -18.6% |
| 1Y | +34.6% | +49.6% | -15.0% | -17.6% |
| 3Y | +155.9% | +166.3% | -10.4% | -8.0% |
| 5Y | -44.2% | +208.4% | -252.5% | -81.0% |
| 10Y | +63.7% | +371.2% | -307.5% | -54.6% |
| All | +101.0% | +353.4% | -252.4% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling