+216.3%
USFD vs TSN
-22.4%
+238.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -3.0% | -6.3% | +3.3% | -1.2% |
| 30D | +3.5% | -10.8% | +14.3% | +6.9% |
| 3M | +26.6% | -8.8% | +35.3% | +29.6% |
| 6M | +11.7% | -16.8% | +28.5% | +17.1% |
| YTD | +38.1% | -10.0% | +48.1% | +40.8% |
| 1Y | +33.4% | -5.3% | +38.6% | +33.3% |
| 3Y | +155.8% | +8.5% | +147.3% | +137.2% |
| All | +216.3% | -22.4% | +238.7% | +225.5% |
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