+317.7%
USFD vs TYL
+143.9%
+173.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.7% | +0.8% |
| 7D | -3.0% | -3.7% | +0.7% | -2.0% |
| 30D | +3.5% | +18.7% | -15.2% | -1.7% |
| 3M | +26.6% | +18.1% | +8.4% | +19.7% |
| 6M | +11.7% | -1.1% | +12.8% | +10.7% |
| YTD | +38.1% | -19.8% | +57.9% | +45.4% |
| 1Y | +33.4% | -34.3% | +67.7% | +50.9% |
| 3Y | +155.8% | -8.2% | +164.0% | +148.6% |
| 5Y | +214.0% | -25.4% | +239.5% | +219.4% |
| 10Y | +320.4% | +115.6% | +204.8% | +203.4% |
| All | +317.7% | +143.9% | +173.7% | +200.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling