+51.9%
USFD vs TSN
+12.6%
+39.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +8.4% | +5.8% | +2.5% | +7.0% |
| 30D | +12.7% | +12.8% | -0.1% | +10.1% |
| 3M | +1.1% | +6.5% | -5.3% | -0.6% |
| 6M | +30.2% | -10.3% | +40.4% | +30.9% |
| YTD | +45.8% | +5.5% | +40.3% | +40.8% |
| 1Y | +51.9% | +15.8% | +36.1% | +38.3% |
| All | +51.9% | +12.6% | +39.3% | +38.3% |
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 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