-32.7%
TSCO vs USFD
+51.3%
-84.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | +9.8% | +12.3% | -2.5% | +6.5% |
| 3M | +4.8% | -0.7% | +5.5% | +4.5% |
| 6M | +23.3% | +31.3% | -8.0% | +16.0% |
| YTD | -25.1% | +45.7% | -70.8% | -29.0% |
| 1Y | -32.7% | +52.1% | -84.9% | -37.0% |
| All | -32.7% | +51.3% | -84.0% | -37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling