+329.7%
USFD vs TSN
-9.5%
+339.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.8% |
| 7D | -3.3% | -5.0% | +1.7% | -0.8% |
| 30D | -5.3% | -9.1% | +3.8% | -0.6% |
| 3M | +18.8% | -7.4% | +26.2% | +23.1% |
| 6M | +14.3% | -13.4% | +27.7% | +21.6% |
| YTD | +36.9% | -8.5% | +45.4% | +40.4% |
| 1Y | +31.7% | -3.2% | +34.9% | +30.3% |
| 3Y | +164.5% | +11.5% | +153.0% | +130.2% |
| 5Y | +212.6% | -19.5% | +232.1% | +223.8% |
| 10Y | +329.7% | -9.1% | +338.8% | +258.3% |
| All | +329.7% | -9.5% | +339.2% | +258.3% |
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