+56.7%
TOST vs USFD
+156.9%
-100.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | -3.4% | -3.0% | -0.4% | -2.2% |
| 30D | -2.4% | +3.5% | -6.0% | -4.1% |
| 3M | +34.6% | +26.6% | +8.0% | +21.4% |
| 6M | +15.2% | +11.7% | +3.5% | +9.2% |
| YTD | -4.4% | +38.1% | -42.5% | -23.0% |
| 1Y | -17.4% | +33.4% | -50.8% | -31.9% |
| All | +56.7% | +156.9% | -100.2% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling