+376.6%
USFD vs TRU
+174.2%
+202.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | +8.4% | +4.6% | +3.8% | +6.4% |
| 30D | +12.7% | +25.4% | -12.7% | +1.7% |
| 3M | +1.1% | +4.0% | -2.8% | -1.5% |
| 6M | +30.2% | +14.5% | +15.7% | +19.8% |
| YTD | +45.8% | -3.7% | +49.6% | +41.9% |
| 1Y | +51.9% | +2.8% | +49.2% | +42.6% |
| 3Y | +158.5% | +58.5% | +100.0% | +73.7% |
| 5Y | +208.0% | -25.0% | +233.1% | +213.8% |
| 10Y | +376.6% | +186.0% | +190.6% | +212.1% |
| All | +376.6% | +174.2% | +202.4% | +212.1% |
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