+528.8%
TDG vs USFD
+316.1%
+212.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | +1.1% |
| 7D | -2.4% | -7.0% | +4.6% | +1.2% |
| 30D | -8.0% | -10.3% | +2.3% | -2.9% |
| 3M | -10.5% | +9.2% | -19.7% | -15.0% |
| 6M | -11.9% | +7.4% | -19.3% | -16.0% |
| YTD | -15.4% | +29.4% | -44.7% | -28.0% |
| 1Y | -14.2% | +24.8% | -39.0% | -26.0% |
| 3Y | +51.0% | +150.0% | -99.0% | -12.4% |
| 5Y | +126.5% | +195.5% | -69.0% | +16.1% |
| All | +528.8% | +316.1% | +212.7% | +132.0% |
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 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