+1,643.1%
TSM vs USFD
+359.9%
+1,283.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +6.2% | +1.7% | +4.5% | +5.8% |
| 30D | -7.3% | +10.2% | -17.4% | -9.5% |
| 3M | -7.1% | -1.5% | -5.6% | -7.1% |
| 6M | +0.2% | +27.3% | -27.1% | -6.1% |
| YTD | +32.2% | +44.0% | -11.7% | +19.7% |
| 1Y | +42.8% | +50.4% | -7.6% | +27.8% |
| 3Y | +330.4% | +153.6% | +176.8% | +238.7% |
| 5Y | +263.9% | +219.0% | +45.0% | +169.3% |
| All | +1,643.1% | +359.9% | +1,283.2% | +1,027.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling