+244.9%
USFD vs TSLQ
-97.8%
+342.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.6% | +0.4% |
| 7D | +1.7% | -16.8% | +18.5% | +0.6% |
| 30D | +10.2% | -18.0% | +28.1% | +9.2% |
| 3M | -1.5% | -34.5% | +33.0% | -3.4% |
| 6M | +27.3% | -8.9% | +36.3% | +28.9% |
| YTD | +44.0% | -19.0% | +63.0% | +45.7% |
| 1Y | +50.4% | -38.2% | +88.6% | +49.3% |
| 3Y | +153.6% | -96.9% | +250.5% | +122.1% |
| All | +244.9% | -97.8% | +342.7% | +232.8% |
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