+604.5%
TDG vs USFD
+359.9%
+244.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +1.7% | +1.7% | 0.0% | +0.9% |
| 30D | +9.7% | +10.2% | -0.5% | +4.2% |
| 3M | -2.3% | -1.5% | -0.8% | -2.0% |
| 6M | +1.3% | +27.3% | -26.0% | -11.5% |
| YTD | -8.5% | +44.0% | -52.5% | -26.5% |
| 1Y | -8.1% | +50.4% | -58.5% | -28.2% |
| 3Y | +43.4% | +153.6% | -110.2% | -17.3% |
| 5Y | +127.8% | +219.0% | -91.2% | +12.5% |
| All | +604.5% | +359.9% | +244.5% | +141.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling