+249.1%
USFD vs TSLQ
-97.8%
+346.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.8% | +5.7% | -0.4% |
| 7D | -0.2% | -7.3% | +7.2% | -0.4% |
| 30D | +12.3% | -13.2% | +25.6% | +11.7% |
| 3M | -0.7% | -37.6% | +36.9% | -3.0% |
| 6M | +31.3% | -9.3% | +40.6% | +32.8% |
| YTD | +45.7% | -19.1% | +64.8% | +47.4% |
| 1Y | +52.1% | -27.2% | +79.3% | +53.1% |
| 3Y | +158.2% | -97.1% | +255.3% | +124.8% |
| All | +249.1% | -97.8% | +346.9% | +236.8% |
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