+249.4%
USFD vs TSLQ
-97.6%
+347.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +8.4% | +4.7% | +3.7% | +8.9% |
| 30D | +12.7% | -5.6% | +18.3% | +12.7% |
| 3M | +1.1% | -34.6% | +35.7% | -0.9% |
| 6M | +30.2% | -11.4% | +41.5% | +31.4% |
| YTD | +45.8% | -14.1% | +59.9% | +48.1% |
| 1Y | +51.9% | -20.7% | +72.7% | +53.8% |
| 3Y | +158.5% | -96.9% | +255.3% | +125.8% |
| All | +249.4% | -97.6% | +347.0% | +238.3% |
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