+1,763.8%
TSM vs USFD
+340.6%
+1,423.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.8% | -8.0% | -10.1% |
| 7D | -18.2% | +3.9% | -22.1% | -19.1% |
| 30D | -26.8% | +10.7% | -37.5% | -28.7% |
| 3M | -14.5% | +6.3% | -20.8% | -16.0% |
| 6M | -10.0% | +16.2% | -26.3% | -13.9% |
| YTD | +17.1% | +41.9% | -24.8% | +6.3% |
| 1Y | +21.5% | +44.2% | -22.7% | +9.8% |
| 3Y | +300.4% | +159.8% | +140.6% | +213.2% |
| 5Y | +224.7% | +177.1% | +47.6% | +146.3% |
| 10Y | +1,372.7% | +376.2% | +996.5% | +830.5% |
| All | +1,763.8% | +340.6% | +1,423.2% | +1,101.1% |
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 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