+329.7%
USFD vs TRU
+138.6%
+191.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | +0.3% |
| 7D | -3.3% | -7.2% | +3.8% | -0.3% |
| 30D | -5.3% | -2.8% | -2.5% | -4.4% |
| 3M | +18.8% | +13.0% | +5.8% | +11.2% |
| 6M | +14.3% | +0.7% | +13.6% | +11.3% |
| YTD | +36.9% | -9.0% | +45.9% | +37.3% |
| 1Y | +31.7% | -16.3% | +48.0% | +36.3% |
| 3Y | +164.5% | -1.1% | +165.5% | +128.9% |
| 5Y | +212.6% | -36.0% | +248.6% | +251.6% |
| 10Y | +329.7% | +139.9% | +189.8% | +190.6% |
| All | +329.7% | +138.6% | +191.1% | +190.6% |
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