-4.7%
TOST vs USFD
+46.1%
-50.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +9.4% | +3.0% | +6.5% | +9.2% |
| 30D | +13.5% | +11.1% | +2.4% | +13.8% |
| 3M | -0.1% | -0.3% | +0.1% | -1.2% |
| 6M | +22.5% | +15.9% | +6.6% | +24.6% |
| YTD | -2.4% | +41.6% | -44.0% | +1.2% |
| 1Y | -4.7% | +49.4% | -54.1% | -1.0% |
| All | -4.7% | +46.1% | -50.8% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling