+165.1%
USFD vs TRU
+0.4%
+164.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.6% | +0.6% |
| 7D | -3.0% | -6.8% | +3.7% | -2.0% |
| 30D | +3.5% | 0.0% | +3.5% | +3.4% |
| 3M | +26.6% | +13.3% | +13.3% | +23.7% |
| 6M | +11.7% | +3.4% | +8.3% | +10.5% |
| YTD | +38.1% | -6.4% | +44.5% | +38.7% |
| 1Y | +33.4% | -9.7% | +43.1% | +34.5% |
| All | +165.1% | +0.4% | +164.7% | +165.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling