+192.6%
TSCO vs USFD
+306.5%
-114.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.5% | +1.8% | -2.6% |
| 7D | -2.5% | -7.0% | +4.5% | -1.1% |
| 30D | -1.1% | -10.3% | +9.2% | +1.0% |
| 3M | +14.3% | +9.2% | +5.1% | +12.3% |
| 6M | -31.9% | +7.4% | -39.3% | -32.9% |
| YTD | -30.7% | +29.4% | -60.1% | -34.3% |
| 1Y | -41.1% | +24.8% | -65.9% | -43.8% |
| 3Y | -17.1% | +150.0% | -167.1% | -31.0% |
| 5Y | -7.5% | +195.5% | -203.0% | -26.2% |
| 10Y | +192.6% | +315.7% | -123.1% | +113.9% |
| All | +192.6% | +306.5% | -114.0% | +113.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling