+1,641.8%
TSM vs USFD
+375.5%
+1,266.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.3% | +4.3% |
| 7D | +4.4% | -0.2% | +4.6% | +4.6% |
| 30D | -7.0% | +12.3% | -19.3% | -9.7% |
| 3M | -1.8% | -0.7% | -1.1% | -1.9% |
| 6M | +2.7% | +31.3% | -28.6% | -4.5% |
| YTD | +37.1% | +45.7% | -8.6% | +23.8% |
| 1Y | +43.5% | +52.1% | -8.7% | +28.0% |
| 3Y | +341.5% | +158.2% | +183.3% | +246.1% |
| 5Y | +278.9% | +213.8% | +65.1% | +181.1% |
| 10Y | +1,641.8% | +367.0% | +1,274.8% | +1,038.3% |
| All | +1,641.8% | +375.5% | +1,266.3% | +1,038.3% |
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 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