+340.6%
USFD vs TRU
+158.4%
+182.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.2% | 0.0% | -0.1% | -0.2% |
| 30D | +12.3% | +24.3% | -11.9% | +1.8% |
| 3M | -0.7% | +2.3% | -3.0% | -2.6% |
| 6M | +31.3% | +17.7% | +13.6% | +19.4% |
| YTD | +45.7% | -3.8% | +49.5% | +41.8% |
| 1Y | +52.1% | -0.3% | +52.4% | +45.1% |
| 3Y | +158.2% | +58.4% | +99.8% | +74.7% |
| 5Y | +213.8% | -24.0% | +237.8% | +215.4% |
| 10Y | +367.0% | +187.9% | +179.1% | +197.6% |
| All | +340.6% | +158.4% | +182.1% | +189.1% |
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