+158.3%
USFD vs TYL
+5.0%
+153.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -2.9% |
| 7D | +3.9% | +15.1% | -11.2% | +3.2% |
| 30D | +10.7% | +30.1% | -19.4% | +9.5% |
| 3M | +6.3% | +40.4% | -34.0% | +5.0% |
| 6M | +16.2% | +31.3% | -15.1% | +14.9% |
| YTD | +41.9% | -5.2% | +47.1% | +48.8% |
| 1Y | +44.2% | -6.6% | +50.8% | +51.5% |
| All | +158.3% | +5.0% | +153.3% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 3y: compounded portfolio wealth divided by compounded TYL 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…
3y analysis · Full analysis span regression · 6 months rolling