+341.3%
USFD vs TRU
+161.6%
+179.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.0% |
| 7D | +3.9% | +4.9% | -1.0% | +1.9% |
| 30D | +12.8% | +26.9% | -14.1% | +1.3% |
| 3M | +1.0% | +4.0% | -3.0% | -1.7% |
| 6M | +30.3% | +15.8% | +14.5% | +19.4% |
| YTD | +46.0% | -2.6% | +48.6% | +41.3% |
| 1Y | +49.6% | +3.9% | +45.8% | +39.9% |
| 3Y | +166.3% | +59.2% | +107.1% | +79.9% |
| 5Y | +208.4% | -25.7% | +234.0% | +215.9% |
| 10Y | +371.2% | +179.3% | +192.0% | +201.9% |
| All | +341.3% | +161.6% | +179.7% | +188.0% |
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