+218.4%
USFD vs TSN
-16.4%
+234.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.1% |
| 7D | +1.3% | -1.4% | +2.7% | +1.8% |
| 30D | +10.6% | +10.2% | +0.4% | +7.5% |
| 3M | -2.4% | +7.2% | -9.6% | -4.5% |
| 6M | +28.9% | -10.6% | +39.5% | +32.7% |
| YTD | +43.7% | +3.7% | +40.0% | +40.5% |
| 1Y | +48.5% | +13.5% | +35.0% | +40.9% |
| 3Y | +154.7% | +40.1% | +114.6% | +117.0% |
| 5Y | +218.4% | -14.5% | +232.8% | +211.6% |
| All | +218.4% | -16.4% | +234.8% | +211.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling