-31.0%
TOST vs USFD
+208.7%
-239.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +3.0% | +8.4% | -5.4% | -2.6% |
| 30D | +10.3% | +12.7% | -2.5% | +1.6% |
| 3M | -3.3% | +1.1% | -4.4% | -4.4% |
| 6M | +37.8% | +30.2% | +7.7% | +13.7% |
| YTD | -2.8% | +45.8% | -48.6% | -30.5% |
| 1Y | -9.6% | +51.9% | -61.5% | -37.9% |
| 3Y | +144.6% | +158.5% | -13.8% | +4.1% |
| 5Y | -31.0% | +208.0% | -239.0% | -75.8% |
| All | -31.0% | +208.7% | -239.7% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling