+353.3%
USFD vs TMF
-81.8%
+435.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.1% | -1.5% |
| 7D | +1.3% | -8.2% | +9.5% | +1.0% |
| 30D | +10.6% | +5.3% | +5.2% | +10.8% |
| 3M | -2.4% | -8.5% | +6.1% | -2.8% |
| 6M | +28.9% | -17.2% | +46.1% | +28.0% |
| YTD | +43.7% | -23.4% | +67.1% | +42.2% |
| 1Y | +48.5% | -30.2% | +78.7% | +46.3% |
| 3Y | +154.7% | -32.9% | +187.6% | +152.8% |
| 5Y | +218.4% | -88.5% | +306.9% | +164.0% |
| All | +353.3% | -81.8% | +435.1% | +290.2% |
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