+317.7%
USFD vs TRI
+213.8%
+103.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.1% | +1.6% |
| 7D | -3.0% | -0.5% | -2.5% | -3.0% |
| 30D | +3.5% | +7.9% | -4.3% | +0.2% |
| 3M | +26.6% | +24.1% | +2.5% | +14.3% |
| 6M | +11.7% | +3.8% | +7.9% | +6.8% |
| YTD | +38.1% | -16.9% | +55.0% | +46.2% |
| 1Y | +33.4% | -38.4% | +71.8% | +67.9% |
| 3Y | +155.8% | -12.2% | +168.0% | +144.7% |
| 5Y | +214.0% | -1.8% | +215.8% | +170.8% |
| 10Y | +320.4% | +207.6% | +112.7% | +102.9% |
| All | +317.7% | +213.8% | +103.8% | +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 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