+317.7%
USFD vs TMF
-83.8%
+401.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.3% |
| 7D | -3.0% | -1.4% | -1.6% | -3.1% |
| 30D | +3.5% | -2.8% | +6.4% | +3.4% |
| 3M | +26.6% | -10.9% | +37.5% | +26.0% |
| 6M | +11.7% | -21.3% | +33.0% | +10.7% |
| YTD | +38.1% | -15.9% | +54.0% | +37.3% |
| 1Y | +33.4% | -15.7% | +49.1% | +32.6% |
| 3Y | +155.8% | -43.4% | +199.2% | +150.4% |
| 5Y | +214.0% | -87.8% | +301.8% | +165.3% |
| 10Y | +320.4% | -86.7% | +407.1% | +264.8% |
| All | +317.7% | -83.8% | +401.5% | +251.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling