-44.5%
TOST vs USFD
+212.8%
-257.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +9.4% | +3.0% | +6.5% | +7.2% |
| 30D | +13.5% | +11.1% | +2.4% | +6.0% |
| 3M | -0.1% | -0.3% | +0.1% | -0.4% |
| 6M | +22.5% | +15.9% | +6.6% | +9.9% |
| YTD | -2.4% | +41.6% | -44.0% | -27.8% |
| 1Y | -4.7% | +49.4% | -54.1% | -33.0% |
| 3Y | +103.2% | +157.8% | -54.6% | -9.6% |
| 5Y | -41.2% | +176.6% | -217.9% | -78.4% |
| All | -44.5% | +212.8% | -257.4% | -80.4% |
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