+328.9%
USFD vs TRMB
+117.3%
+211.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.2% |
| 7D | +3.9% | -17.9% | +21.8% | +12.8% |
| 30D | +10.7% | -12.0% | +22.7% | +15.7% |
| 3M | +6.3% | -8.4% | +14.8% | +8.3% |
| 6M | +16.2% | -21.5% | +37.8% | +27.3% |
| YTD | +41.9% | -31.5% | +73.4% | +65.8% |
| 1Y | +44.2% | -33.4% | +77.6% | +70.8% |
| 3Y | +159.8% | +26.5% | +133.3% | +101.7% |
| 5Y | +177.1% | -37.9% | +215.0% | +219.2% |
| 10Y | +376.2% | +107.3% | +268.8% | +160.4% |
| All | +328.9% | +117.3% | +211.6% | +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