+115.8%
TSCO vs USFD
+329.0%
-213.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +0.8% | -3.0% | +3.8% | +1.4% |
| 30D | +5.5% | +3.5% | +1.9% | +4.7% |
| 3M | +20.0% | +26.6% | -6.6% | +14.4% |
| 6M | -29.8% | +11.7% | -41.5% | -31.4% |
| YTD | -28.7% | +38.1% | -66.8% | -33.4% |
| 1Y | -40.9% | +33.4% | -74.3% | -44.5% |
| 3Y | -15.9% | +155.8% | -171.8% | -30.6% |
| 5Y | -3.5% | +214.0% | -217.5% | -24.2% |
| 10Y | +142.2% | +320.4% | -178.2% | +68.5% |
| All | +115.8% | +329.0% | -213.2% | +47.4% |
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