-43.4%
TOST vs USFD
+222.4%
-265.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.5% | -3.0% | +0.1% |
| 7D | +10.7% | +7.8% | +2.9% | +5.3% |
| 30D | +17.7% | +16.2% | +1.6% | +6.9% |
| 3M | +4.6% | +11.0% | -6.4% | -2.8% |
| 6M | +20.3% | +20.7% | -0.5% | +5.1% |
| YTD | -0.4% | +46.0% | -46.3% | -27.8% |
| 1Y | -0.8% | +49.8% | -50.5% | -29.8% |
| 3Y | +102.2% | +167.3% | -65.0% | -12.2% |
| 5Y | -41.3% | +197.2% | -238.5% | -78.9% |
| All | -43.4% | +222.4% | -265.8% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling