+317.7%
USFD vs TRU
+151.5%
+166.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.6% | +2.2% |
| 7D | -3.0% | -6.8% | +3.7% | -0.1% |
| 30D | +3.5% | 0.0% | +3.5% | +3.2% |
| 3M | +26.6% | +13.3% | +13.3% | +18.4% |
| 6M | +11.7% | +3.4% | +8.3% | +7.6% |
| YTD | +38.1% | -6.4% | +44.5% | +36.9% |
| 1Y | +33.4% | -9.7% | +43.1% | +33.0% |
| 3Y | +155.8% | +0.1% | +155.7% | +121.3% |
| 5Y | +214.0% | -34.0% | +248.1% | +247.2% |
| 10Y | +320.4% | +147.9% | +172.5% | +180.8% |
| All | +317.7% | +151.5% | +166.2% | +179.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling