+2,157.9%
TSM vs USFD
+329.0%
+1,828.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +2.9% |
| 7D | +2.7% | -3.0% | +5.7% | +3.5% |
| 30D | +3.6% | +3.5% | +0.1% | +2.7% |
| 3M | -3.4% | +26.6% | -29.9% | -9.1% |
| 6M | +20.6% | +11.7% | +8.9% | +16.8% |
| YTD | +41.9% | +38.1% | +3.7% | +30.0% |
| 1Y | +84.4% | +33.4% | +51.0% | +70.0% |
| 3Y | +380.2% | +155.8% | +224.4% | +277.7% |
| 5Y | +275.3% | +214.0% | +61.3% | +179.0% |
| 10Y | +1,751.4% | +320.4% | +1,431.0% | +1,102.9% |
| All | +2,157.9% | +329.0% | +1,828.9% | +1,368.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling