+341.3%
USFD vs TYL
+183.6%
+157.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.7% | +3.8% | +7.1% |
| 7D | +7.8% | +17.3% | -9.4% | +3.0% |
| 30D | +16.2% | +28.9% | -12.7% | +7.9% |
| 3M | +11.0% | +35.1% | -24.1% | +1.3% |
| 6M | +20.7% | +29.3% | -8.6% | +10.6% |
| YTD | +46.0% | -6.8% | +52.7% | +46.8% |
| 1Y | +49.8% | -9.9% | +59.7% | +52.2% |
| 3Y | +167.3% | +1.7% | +165.6% | +153.7% |
| 5Y | +197.2% | -21.6% | +218.8% | +200.4% |
| 10Y | +389.9% | +173.5% | +216.4% | +232.2% |
| All | +341.3% | +183.6% | +157.7% | +203.7% |
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