+655.5%
TSEM vs USFD
+156.9%
+498.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.4% | +8.2% | +8.0% |
| 7D | +6.9% | -3.0% | +9.9% | +7.9% |
| 30D | +5.3% | +3.5% | +1.8% | +4.2% |
| 3M | -14.9% | +26.6% | -41.5% | -23.3% |
| 6M | +80.0% | +11.7% | +68.3% | +71.3% |
| YTD | +89.4% | +38.1% | +51.2% | +62.6% |
| 1Y | +253.1% | +33.4% | +219.7% | +207.0% |
| All | +655.5% | +156.9% | +498.6% | +428.2% |
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