+1,502.2%
TSM vs USFD
+368.6%
+1,133.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +2.8% |
| 7D | -2.5% | +3.9% | -6.4% | -3.5% |
| 30D | -14.3% | +12.8% | -27.1% | -16.9% |
| 3M | -7.2% | +1.0% | -8.2% | -7.7% |
| 6M | -5.1% | +30.3% | -35.4% | -11.6% |
| YTD | +28.9% | +46.0% | -17.1% | +16.3% |
| 1Y | +37.1% | +49.6% | -12.5% | +22.8% |
| 3Y | +341.5% | +166.3% | +175.2% | +243.6% |
| 5Y | +245.7% | +208.4% | +37.3% | +157.1% |
| 10Y | +1,502.2% | +371.2% | +1,131.0% | +915.1% |
| All | +1,502.2% | +368.6% | +1,133.6% | +915.1% |
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