+354.1%
USFD vs TRI
+225.2%
+128.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | +1.7% | -2.9% | +4.6% | +2.7% |
| 30D | +10.2% | +3.7% | +6.5% | +8.4% |
| 3M | -1.5% | +3.7% | -5.2% | -3.8% |
| 6M | +27.3% | +35.1% | -7.8% | +9.0% |
| YTD | +44.0% | -14.0% | +58.0% | +49.8% |
| 1Y | +50.4% | -19.0% | +69.3% | +61.9% |
| 3Y | +153.6% | -12.0% | +165.6% | +143.0% |
| 5Y | +219.0% | +0.6% | +218.3% | +170.9% |
| All | +354.1% | +225.2% | +128.9% | +92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling