+519.5%
TSEM vs USFD
+155.8%
+363.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.7% | -0.3% |
| 7D | +20.5% | +1.3% | +19.2% | +20.2% |
| 30D | -29.0% | +10.6% | -39.5% | -31.3% |
| 3M | -39.4% | -2.4% | -36.9% | -38.9% |
| 6M | -28.5% | +28.9% | -57.4% | -36.1% |
| YTD | +34.4% | +43.7% | -9.3% | +12.8% |
| 1Y | +48.3% | +48.5% | -0.2% | +22.2% |
| All | +519.5% | +155.8% | +363.8% | +326.4% |
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 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