+36.0%
TSM vs USFD
+49.6%
-13.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.5% | -10.7% | -2.5% |
| 7D | -10.0% | +7.8% | -17.8% | -10.2% |
| 30D | -18.5% | +16.2% | -34.7% | -19.4% |
| 3M | -4.9% | +11.0% | -15.9% | -5.4% |
| 6M | -1.0% | +20.7% | -21.7% | -2.7% |
| YTD | +31.3% | +46.0% | -14.7% | +24.5% |
| 1Y | +36.0% | +49.8% | -13.8% | +27.9% |
| All | +36.0% | +49.6% | -13.6% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling