+362.2%
USFD vs TSN
+14.3%
+347.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | +3.0% | +4.6% | -1.7% | +0.5% |
| 30D | +11.1% | +15.4% | -4.4% | +2.6% |
| 3M | -0.3% | +2.9% | -3.2% | -2.1% |
| 6M | +15.9% | -10.8% | +26.7% | +22.6% |
| YTD | +41.6% | +4.5% | +37.2% | +35.1% |
| 1Y | +49.4% | +19.5% | +29.9% | +31.2% |
| 3Y | +157.8% | +42.2% | +115.6% | +93.7% |
| 5Y | +176.6% | -14.2% | +190.8% | +180.2% |
| All | +362.2% | +14.3% | +347.9% | +256.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling