+529.5%
TDG vs USFD
+310.2%
+219.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.8% |
| 7D | -2.7% | -8.0% | +5.3% | +1.4% |
| 30D | -9.3% | -13.1% | +3.8% | -2.7% |
| 3M | -7.1% | +6.5% | -13.6% | -10.6% |
| 6M | -11.2% | +5.7% | -16.9% | -14.6% |
| YTD | -15.3% | +27.5% | -42.8% | -27.4% |
| 1Y | -12.5% | +23.4% | -35.9% | -24.1% |
| 3Y | +51.2% | +146.4% | -95.2% | -11.6% |
| 5Y | +126.1% | +196.8% | -70.6% | +15.6% |
| All | +529.5% | +310.2% | +219.3% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded USFD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling