-46.4%
TOST vs USFD
+217.4%
-263.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -0.8% |
| 7D | -4.7% | +1.3% | -6.0% | -5.5% |
| 30D | +8.5% | +10.6% | -2.0% | +1.6% |
| 3M | -1.6% | -2.4% | +0.8% | -0.4% |
| 6M | +44.1% | +28.9% | +15.2% | +20.5% |
| YTD | -5.6% | +43.7% | -49.3% | -30.9% |
| 1Y | -12.6% | +48.5% | -61.1% | -38.0% |
| 3Y | +137.6% | +154.7% | -17.1% | +6.8% |
| 5Y | -30.4% | +218.4% | -248.7% | -75.0% |
| All | -46.4% | +217.4% | -263.8% | -81.2% |
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