+20.3%
TOST vs USFD
+18.5%
+1.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.5% | -3.0% | +2.2% |
| 7D | +10.7% | +7.8% | +2.9% | +7.4% |
| 30D | +17.7% | +16.2% | +1.6% | +11.9% |
| 3M | +4.6% | +11.0% | -6.4% | +0.3% |
| 6M | +20.3% | +20.7% | -0.5% | +18.9% |
| All | +20.3% | +18.5% | +1.7% | +18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling