+192.6%
USFD vs TYL
-21.3%
+213.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.4% |
| 7D | +3.0% | +6.7% | -3.7% | +1.4% |
| 30D | +11.1% | +26.5% | -15.5% | +5.0% |
| 3M | -0.3% | +37.3% | -37.6% | -7.9% |
| 6M | +15.9% | +31.2% | -15.3% | +7.5% |
| YTD | +41.6% | -7.4% | +49.0% | +45.3% |
| 1Y | +49.4% | -9.6% | +59.0% | +54.4% |
| 3Y | +157.8% | +1.9% | +155.9% | +146.8% |
| All | +192.6% | -21.3% | +213.9% | +197.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling