-14.0%
TSCO vs USFD
+162.9%
-176.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | +1.7% | -3.3% | +5.0% | +2.7% |
| 30D | +2.8% | -5.3% | +8.1% | +4.5% |
| 3M | +17.9% | +18.8% | -0.9% | +11.8% |
| 6M | -28.6% | +14.3% | -42.9% | -31.5% |
| YTD | -28.0% | +36.9% | -64.9% | -35.2% |
| 1Y | -39.9% | +31.7% | -71.6% | -45.2% |
| 3Y | -14.0% | +164.5% | -178.5% | -42.7% |
| All | -14.0% | +162.9% | -176.9% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling