-43.8%
TOST vs USFD
+213.3%
-257.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +1.2% |
| 7D | +11.6% | +3.9% | +7.7% | +8.7% |
| 30D | +16.2% | +10.7% | +5.5% | +8.8% |
| 3M | +1.0% | +6.3% | -5.3% | -3.5% |
| 6M | +23.2% | +16.2% | +7.0% | +10.3% |
| YTD | -1.0% | +41.9% | -42.8% | -26.9% |
| 1Y | -9.9% | +44.2% | -54.1% | -34.7% |
| 3Y | +101.0% | +159.8% | -58.8% | -11.1% |
| 5Y | -40.4% | +177.1% | -217.5% | -78.1% |
| All | -43.8% | +213.3% | -257.1% | -80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling