+376.6%
USFD vs TRU
+173.7%
+202.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.5% |
| 7D | +8.4% | +4.4% | +4.0% | +6.4% |
| 30D | +12.7% | +25.2% | -12.5% | +1.8% |
| 3M | +1.1% | +3.8% | -2.7% | -1.4% |
| 6M | +30.2% | +14.3% | +15.9% | +19.9% |
| YTD | +45.8% | -3.9% | +49.7% | +42.0% |
| 1Y | +51.9% | +2.6% | +49.3% | +42.7% |
| 3Y | +158.5% | +58.3% | +100.2% | +73.9% |
| 5Y | +208.0% | -25.2% | +233.2% | +214.0% |
| 10Y | +376.6% | +185.5% | +191.0% | +212.3% |
| All | +376.6% | +173.7% | +202.8% | +212.3% |
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