+1,410.4%
TSM vs USFD
+369.7%
+1,040.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.4% |
| 7D | -7.6% | +3.0% | -10.5% | -8.3% |
| 30D | -20.5% | +11.1% | -31.5% | -22.6% |
| 3M | -10.0% | -0.3% | -9.7% | -10.2% |
| 6M | -10.1% | +15.9% | -25.9% | -13.9% |
| YTD | +24.5% | +41.6% | -17.1% | +13.1% |
| 1Y | +31.2% | +49.4% | -18.2% | +17.5% |
| 3Y | +322.0% | +157.8% | +164.1% | +230.8% |
| 5Y | +245.3% | +176.6% | +68.6% | +162.1% |
| All | +1,410.4% | +369.7% | +1,040.7% | +855.8% |
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