+44.5%
TDG vs USFD
+163.9%
-119.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +1.4% | +8.4% | -6.9% | -0.7% |
| 30D | +10.6% | +12.7% | -2.1% | +7.3% |
| 3M | +0.2% | +1.1% | -1.0% | -0.3% |
| 6M | +0.9% | +30.2% | -29.3% | -6.0% |
| YTD | -7.8% | +45.8% | -53.7% | -18.6% |
| 1Y | -4.9% | +51.9% | -56.9% | -17.4% |
| 3Y | +44.5% | +158.5% | -114.0% | +6.9% |
| All | +44.5% | +163.9% | -119.4% | +6.9% |
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