+367.0%
USFD vs TSN
+17.5%
+349.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | -0.2% | -0.3% | +0.1% | 0.0% |
| 30D | +12.3% | +11.8% | +0.6% | +5.7% |
| 3M | -0.7% | +7.1% | -7.8% | -4.7% |
| 6M | +31.3% | -9.2% | +40.4% | +37.4% |
| YTD | +45.7% | +4.8% | +40.9% | +38.8% |
| 1Y | +52.1% | +11.6% | +40.5% | +39.3% |
| 3Y | +158.2% | +41.5% | +116.7% | +94.5% |
| 5Y | +213.8% | -15.5% | +229.3% | +221.7% |
| 10Y | +367.0% | +16.9% | +350.2% | +257.2% |
| All | +367.0% | +17.5% | +349.6% | +257.2% |
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