-7.5%
TSCO vs USFD
+197.4%
-204.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.5% | +1.8% | -2.0% |
| 7D | -2.5% | -7.0% | +4.5% | -0.3% |
| 30D | -1.1% | -10.3% | +9.2% | +2.1% |
| 3M | +14.3% | +9.2% | +5.1% | +11.1% |
| 6M | -31.9% | +7.4% | -39.3% | -33.5% |
| YTD | -30.7% | +29.4% | -60.1% | -36.4% |
| 1Y | -41.1% | +24.8% | -65.9% | -45.4% |
| 3Y | -17.1% | +150.0% | -167.1% | -38.7% |
| 5Y | -7.5% | +195.5% | -203.0% | -37.5% |
| All | -7.5% | +197.4% | -204.9% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling