+371.2%
USFD vs TSN
+13.2%
+358.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.7% | +2.9% |
| 7D | +3.9% | +4.9% | -1.0% | +1.3% |
| 30D | +12.8% | +12.1% | +0.8% | +6.0% |
| 3M | +1.0% | +4.1% | -3.1% | -1.6% |
| 6M | +30.3% | -10.9% | +41.1% | +37.9% |
| YTD | +46.0% | +4.8% | +41.2% | +39.0% |
| 1Y | +49.6% | +17.6% | +32.0% | +32.7% |
| 3Y | +166.3% | +43.2% | +123.0% | +99.1% |
| 5Y | +208.4% | -13.9% | +222.3% | +211.7% |
| 10Y | +371.2% | +11.8% | +359.4% | +262.9% |
| All | +371.2% | +13.2% | +358.1% | +262.9% |
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