+340.6%
USFD vs TRMB
+128.8%
+211.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -1.7% |
| 7D | -0.2% | +4.1% | -4.3% | -2.2% |
| 30D | +12.3% | -5.1% | +17.4% | +12.8% |
| 3M | -0.7% | -2.6% | +1.9% | -2.1% |
| 6M | +31.3% | -2.7% | +34.0% | +28.1% |
| YTD | +45.7% | -27.9% | +73.6% | +65.8% |
| 1Y | +52.1% | -29.0% | +81.2% | +74.2% |
| 3Y | +158.2% | +35.0% | +123.3% | +93.7% |
| 5Y | +213.8% | -33.9% | +247.7% | +250.1% |
| 10Y | +367.0% | +106.1% | +260.9% | +149.2% |
| All | +340.6% | +128.8% | +211.7% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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