+263.4%
TSM vs USFD
+208.7%
+54.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | -2.1% | +8.4% | -10.4% | -4.9% |
| 30D | -12.5% | +12.7% | -25.3% | -16.6% |
| 3M | -5.0% | +1.1% | -6.1% | -5.8% |
| 6M | -3.2% | +30.2% | -33.4% | -13.9% |
| YTD | +31.5% | +45.8% | -14.4% | +10.1% |
| 1Y | +35.7% | +51.9% | -16.2% | +11.3% |
| 3Y | +323.5% | +158.5% | +165.0% | +167.8% |
| 5Y | +263.4% | +208.0% | +55.3% | +103.0% |
| All | +263.4% | +208.7% | +54.6% | +103.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling