+210.0%
USFD vs TSLQ
-97.3%
+307.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.6% | -5.5% |
| 7D | -7.0% | -8.0% | +1.0% | -7.4% |
| 30D | -10.3% | -23.8% | +13.5% | -11.6% |
| 3M | +9.2% | -7.0% | +16.2% | +9.8% |
| 6M | +7.4% | -17.1% | +24.5% | +7.7% |
| YTD | +29.4% | +0.1% | +29.3% | +32.0% |
| 1Y | +24.8% | -51.2% | +76.0% | +21.6% |
| 3Y | +150.0% | -95.9% | +245.9% | +124.0% |
| All | +210.0% | -97.3% | +307.2% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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