+273.0%
TSEM vs USFD
+188.3%
+84.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | -17.5% | +3.0% | -20.5% | -18.4% |
| 30D | -44.7% | +11.1% | -55.7% | -46.6% |
| 3M | -38.9% | -0.3% | -38.6% | -39.1% |
| 6M | -36.7% | +15.9% | -52.6% | -40.4% |
| YTD | +17.0% | +41.6% | -24.7% | +2.3% |
| 1Y | +62.8% | +49.4% | +13.4% | +39.6% |
| 3Y | +471.3% | +157.8% | +313.5% | +316.8% |
| All | +273.0% | +188.3% | +84.7% | +162.2% |
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 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