+1,301.0%
TSEM vs USFD
+322.5%
+978.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +10.4% | -3.3% | +13.8% | +11.3% |
| 30D | -12.9% | -5.3% | -7.6% | -11.8% |
| 3M | -9.2% | +18.8% | -28.0% | -13.5% |
| 6M | +98.8% | +14.3% | +84.5% | +90.8% |
| YTD | +87.2% | +36.9% | +50.3% | +71.3% |
| 1Y | +239.0% | +31.7% | +207.3% | +212.5% |
| 3Y | +679.5% | +164.5% | +515.0% | +507.6% |
| 5Y | +667.3% | +212.6% | +454.7% | +463.5% |
| 10Y | +1,301.0% | +329.7% | +971.3% | +783.5% |
| All | +1,301.0% | +322.5% | +978.5% | +783.5% |
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 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