+158.3%
USFD vs TLN
+496.7%
-338.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -2.6% |
| 7D | +3.9% | -9.4% | +13.3% | +4.5% |
| 30D | +10.7% | -15.2% | +25.9% | +11.9% |
| 3M | +6.3% | -4.1% | +10.5% | +6.1% |
| 6M | +16.2% | -17.8% | +34.1% | +17.0% |
| YTD | +41.9% | -15.6% | +57.5% | +41.5% |
| 1Y | +44.2% | -21.6% | +65.8% | +44.7% |
| All | +158.3% | +496.7% | -338.4% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling