+230.9%
USFD vs TSLQ
-97.0%
+327.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.0% | -12.3% | +0.4% |
| 7D | -3.0% | -5.8% | +2.8% | -3.3% |
| 30D | +3.5% | -22.1% | +25.6% | +2.1% |
| 3M | +26.6% | +10.1% | +16.5% | +28.7% |
| 6M | +11.7% | -6.8% | +18.5% | +12.9% |
| YTD | +38.1% | +8.5% | +29.6% | +41.7% |
| 1Y | +33.4% | -49.7% | +83.1% | +30.0% |
| 3Y | +155.8% | -95.6% | +251.4% | +129.8% |
| All | +230.9% | -97.0% | +327.9% | +223.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling