+199.2%
USFD vs TRI
+3.3%
+195.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.5% | +0.7% |
| 7D | +3.0% | -4.8% | +7.8% | +3.8% |
| 30D | +11.1% | +13.4% | -2.3% | +8.7% |
| 3M | -0.3% | +13.1% | -13.4% | -2.7% |
| 6M | +15.9% | +24.4% | -8.5% | +10.2% |
| YTD | +41.6% | -11.4% | +53.1% | +50.6% |
| 1Y | +49.4% | -15.6% | +65.0% | +62.1% |
| 3Y | +157.8% | -6.5% | +164.3% | +143.3% |
| All | +199.2% | +3.3% | +195.9% | +138.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling