+341.3%
USFD vs TMF
-84.0%
+425.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.5% | +6.0% | +8.5% |
| 7D | +7.8% | +4.0% | +3.9% | +8.0% |
| 30D | +16.2% | +19.5% | -3.3% | +16.9% |
| 3M | +11.0% | -3.5% | +14.5% | +10.8% |
| 6M | +20.7% | -10.6% | +31.3% | +20.2% |
| YTD | +46.0% | -17.1% | +63.0% | +44.9% |
| 1Y | +49.8% | -24.3% | +74.0% | +48.1% |
| 3Y | +167.3% | -27.2% | +194.5% | +166.2% |
| 5Y | +197.2% | -87.6% | +284.8% | +151.3% |
| 10Y | +389.9% | -84.8% | +474.7% | +322.4% |
| All | +341.3% | -84.0% | +425.3% | +271.3% |
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