+157.8%
USFD vs TMF
-25.3%
+183.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +3.0% | +1.2% | +1.7% | +2.9% |
| 30D | +11.1% | +19.7% | -8.7% | +9.5% |
| 3M | -0.3% | -2.1% | +1.8% | -0.3% |
| 6M | +15.9% | -13.4% | +29.3% | +16.8% |
| YTD | +41.6% | -16.7% | +58.4% | +43.2% |
| 1Y | +49.4% | -23.3% | +72.7% | +51.6% |
| 3Y | +157.8% | -24.8% | +182.7% | +161.4% |
| All | +157.8% | -25.3% | +183.2% | +161.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling