+158.3%
USFD vs TMF
-25.2%
+183.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.9% |
| 7D | +3.9% | +2.7% | +1.2% | +3.7% |
| 30D | +10.7% | +19.3% | -8.6% | +9.2% |
| 3M | +6.3% | -3.7% | +10.0% | +6.4% |
| 6M | +16.2% | -11.3% | +27.5% | +17.0% |
| YTD | +41.9% | -16.6% | +58.5% | +43.4% |
| 1Y | +44.2% | -21.1% | +65.3% | +46.2% |
| All | +158.3% | -25.2% | +183.5% | +161.8% |
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