+151.5%
USFD vs TLN
+583.6%
-432.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.1% | -0.7% |
| 7D | -3.0% | +7.1% | -10.1% | -3.6% |
| 30D | +3.5% | -3.9% | +7.4% | +3.9% |
| 3M | +26.6% | -16.2% | +42.7% | +28.0% |
| 6M | +11.7% | -5.8% | +17.5% | +11.0% |
| YTD | +38.1% | -15.4% | +53.6% | +38.5% |
| 1Y | +33.4% | -16.7% | +50.1% | +33.4% |
| 3Y | +155.8% | +473.8% | -317.9% | +86.1% |
| All | +151.5% | +583.6% | -432.0% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling