+317.7%
USFD vs TRMB
+141.0%
+176.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | +0.2% |
| 7D | -3.0% | -2.5% | -0.5% | -1.7% |
| 30D | +3.5% | +1.5% | +2.0% | +2.4% |
| 3M | +26.6% | +6.8% | +19.8% | +20.9% |
| 6M | +11.7% | -14.9% | +26.6% | +19.9% |
| YTD | +38.1% | -24.1% | +62.2% | +56.8% |
| 1Y | +33.4% | -25.4% | +58.8% | +51.9% |
| 3Y | +155.8% | +8.0% | +147.8% | +123.6% |
| 5Y | +214.0% | -37.3% | +251.3% | +273.1% |
| 10Y | +320.4% | +116.8% | +203.6% | +123.2% |
| All | +317.7% | +141.0% | +176.7% | +125.6% |
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