+367.0%
USFD vs TMF
-81.8%
+448.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.2% | -3.4% | +3.2% | -0.3% |
| 30D | +12.3% | +11.5% | +0.8% | +12.8% |
| 3M | -0.7% | -4.5% | +3.8% | -0.9% |
| 6M | +31.3% | -15.0% | +46.2% | +30.4% |
| YTD | +45.7% | -19.9% | +65.6% | +44.4% |
| 1Y | +52.1% | -26.6% | +78.7% | +50.2% |
| 3Y | +158.2% | -29.8% | +188.1% | +156.7% |
| 5Y | +213.8% | -88.2% | +301.9% | +160.0% |
| 10Y | +367.0% | -81.4% | +448.4% | +304.2% |
| All | +367.0% | -81.8% | +448.8% | +304.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling