+49.8%
USFD vs TRI
-22.4%
+72.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +6.4% | +2.1% | +8.5% |
| 7D | +7.8% | +1.0% | +6.9% | +7.8% |
| 30D | +16.2% | +20.8% | -4.6% | +17.2% |
| 3M | +11.0% | +8.1% | +2.9% | +11.4% |
| 6M | +20.7% | +24.2% | -3.4% | +22.5% |
| YTD | +46.0% | -7.8% | +53.7% | +49.4% |
| 1Y | +49.8% | -16.7% | +66.5% | +56.1% |
| All | +49.8% | -22.4% | +72.2% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling