+341.0%
USFD vs TRI
+221.9%
+119.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +8.4% | -1.6% | +10.0% | +8.9% |
| 30D | +12.7% | +5.0% | +7.7% | +10.4% |
| 3M | +1.1% | +4.6% | -3.4% | -1.6% |
| 6M | +30.2% | +18.3% | +11.9% | +18.0% |
| YTD | +45.8% | -14.7% | +60.6% | +51.9% |
| 1Y | +51.9% | -16.7% | +68.6% | +60.1% |
| 3Y | +158.5% | -11.3% | +169.8% | +146.4% |
| 5Y | +208.0% | -0.6% | +208.6% | +165.0% |
| 10Y | +376.6% | +220.2% | +156.3% | +126.1% |
| All | +341.0% | +221.9% | +119.1% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling