+315.7%
USFD vs TRI
+190.6%
+125.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.6% | -4.8% |
| 7D | -7.0% | -8.4% | +1.4% | -4.2% |
| 30D | -10.3% | -6.5% | -3.8% | -8.5% |
| 3M | +9.2% | +18.6% | -9.4% | 0.0% |
| 6M | +7.4% | -10.4% | +17.9% | +9.2% |
| YTD | +29.4% | -23.7% | +53.1% | +41.4% |
| 1Y | +24.8% | -42.5% | +67.3% | +61.0% |
| 3Y | +150.0% | -19.3% | +169.3% | +145.8% |
| 5Y | +195.5% | -9.7% | +205.1% | +161.0% |
| 10Y | +315.7% | +194.4% | +121.3% | +99.8% |
| All | +315.7% | +190.6% | +125.2% | +99.8% |
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