-45.7%
TOST vs USFD
+205.1%
-250.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | -3.4% | -3.0% | -0.4% | -1.5% |
| 30D | -2.4% | +3.5% | -6.0% | -5.0% |
| 3M | +34.6% | +26.6% | +8.0% | +14.5% |
| 6M | +15.2% | +11.7% | +3.5% | +5.5% |
| YTD | -4.4% | +38.1% | -42.5% | -28.0% |
| 1Y | -17.4% | +33.4% | -50.8% | -36.3% |
| 3Y | +54.5% | +155.8% | -101.4% | -31.1% |
| All | -45.7% | +205.1% | -250.8% | -80.5% |
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