+49.8%
USFD vs TSN
+19.9%
+29.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +5.4% | +3.1% | +7.1% |
| 7D | +7.8% | +8.4% | -0.6% | +6.0% |
| 30D | +16.2% | +16.1% | +0.1% | +12.8% |
| 3M | +11.0% | +3.2% | +7.8% | +9.7% |
| 6M | +20.7% | -11.1% | +31.8% | +21.9% |
| YTD | +46.0% | +5.1% | +40.9% | +40.7% |
| 1Y | +49.8% | +19.4% | +30.4% | +31.8% |
| All | +49.8% | +19.9% | +29.9% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling