+166.3%
USFD vs TSLQ
-96.8%
+263.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -11.1% | +14.1% | +2.5% |
| 7D | +3.9% | +8.5% | -4.6% | +4.5% |
| 30D | +12.8% | -4.8% | +17.6% | +12.9% |
| 3M | +1.0% | -34.9% | +35.8% | -0.7% |
| 6M | +30.3% | -10.6% | +40.9% | +31.4% |
| YTD | +46.0% | -13.4% | +59.3% | +48.0% |
| 1Y | +49.6% | -25.9% | +75.5% | +50.5% |
| 3Y | +166.3% | -96.9% | +263.2% | +141.8% |
| All | +166.3% | -96.8% | +263.0% | +141.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling