+353.3%
USFD vs TRU
+182.8%
+170.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.8% |
| 7D | +1.3% | -2.2% | +3.5% | +2.3% |
| 30D | +10.6% | +20.2% | -9.6% | +1.6% |
| 3M | -2.4% | +2.2% | -4.7% | -4.3% |
| 6M | +28.9% | +17.6% | +11.3% | +17.2% |
| YTD | +43.7% | -5.0% | +48.7% | +40.6% |
| 1Y | +48.5% | -1.0% | +49.4% | +42.0% |
| 3Y | +154.7% | +56.5% | +98.2% | +72.2% |
| 5Y | +218.4% | -26.2% | +244.6% | +227.1% |
| All | +353.3% | +182.8% | +170.6% | +196.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling