+1,650.7%
TSEM vs USFD
+329.0%
+1,321.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.4% | +8.2% | +7.9% |
| 7D | +6.9% | -3.0% | +9.9% | +7.6% |
| 30D | +5.3% | +3.5% | +1.8% | +4.5% |
| 3M | -14.9% | +26.6% | -41.5% | -20.3% |
| 6M | +80.0% | +11.7% | +68.3% | +74.0% |
| YTD | +89.4% | +38.1% | +51.2% | +73.0% |
| 1Y | +253.1% | +33.4% | +219.7% | +224.8% |
| 3Y | +642.1% | +155.8% | +486.3% | +484.5% |
| 5Y | +659.1% | +214.0% | +445.1% | +458.9% |
| 10Y | +1,291.4% | +320.4% | +971.0% | +825.6% |
| All | +1,650.7% | +329.0% | +1,321.7% | +1,079.3% |
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