+166.3%
USFD vs TRI
-10.7%
+176.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.8% | +6.9% | +3.3% |
| 7D | +3.9% | -11.4% | +15.3% | +4.6% |
| 30D | +12.8% | +4.9% | +7.9% | +12.8% |
| 3M | +1.0% | +7.0% | -6.1% | +0.8% |
| 6M | +30.3% | +18.2% | +12.1% | +29.5% |
| YTD | +46.0% | -14.8% | +60.8% | +54.6% |
| 1Y | +49.6% | -18.0% | +67.6% | +60.0% |
| 3Y | +166.3% | -12.0% | +178.2% | +177.7% |
| All | +166.3% | -10.7% | +176.9% | +177.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling