+53.7%
TDG vs USFD
+162.9%
-109.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.2% |
| 7D | -0.9% | -3.3% | +2.4% | -0.1% |
| 30D | -6.5% | -5.3% | -1.2% | -5.3% |
| 3M | -5.1% | +18.8% | -23.8% | -9.4% |
| 6M | -11.5% | +14.3% | -25.8% | -14.8% |
| YTD | -13.9% | +36.9% | -50.8% | -22.6% |
| 1Y | -11.5% | +31.7% | -43.2% | -19.4% |
| 3Y | +53.7% | +164.5% | -110.8% | +11.0% |
| All | +53.7% | +162.9% | -109.3% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling