+166.3%
USFD vs TLN
+563.3%
-397.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.2% | -4.2% | +2.5% |
| 7D | +3.9% | +9.1% | -5.1% | +3.0% |
| 30D | +12.8% | -4.1% | +16.9% | +13.0% |
| 3M | +1.0% | +4.4% | -3.5% | +0.1% |
| 6M | +30.3% | -6.0% | +36.3% | +29.7% |
| YTD | +46.0% | -3.1% | +49.1% | +44.0% |
| 1Y | +49.6% | -6.1% | +55.7% | +47.9% |
| 3Y | +166.3% | +575.3% | -409.1% | +94.8% |
| All | +166.3% | +563.3% | -397.0% | +94.8% |
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