+165.4%
USFD vs TLN
+716.6%
-551.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -4.9% | -0.5% |
| 7D | -0.2% | +15.9% | -16.1% | -1.3% |
| 30D | +12.3% | -0.3% | +12.6% | +12.2% |
| 3M | -0.7% | +5.8% | -6.5% | -1.6% |
| 6M | +31.3% | -1.2% | +32.5% | +30.2% |
| YTD | +45.7% | +1.0% | +44.7% | +43.3% |
| 1Y | +52.1% | +1.1% | +51.0% | +49.4% |
| 3Y | +158.2% | +591.7% | -433.5% | +82.8% |
| All | +165.4% | +716.6% | -551.3% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling