+629.8%
TDG vs USFD
+329.0%
+300.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | -2.0% | -3.0% | +1.0% | -0.5% |
| 30D | -7.4% | +3.5% | -10.9% | -9.2% |
| 3M | -5.4% | +26.6% | -31.9% | -16.6% |
| 6M | -11.6% | +11.7% | -23.3% | -17.3% |
| YTD | -12.6% | +38.1% | -50.7% | -27.9% |
| 1Y | -9.3% | +33.4% | -42.7% | -24.3% |
| 3Y | +49.2% | +155.8% | -106.6% | -13.9% |
| 5Y | +132.1% | +214.0% | -81.9% | +16.1% |
| 10Y | +544.8% | +320.4% | +224.5% | +135.0% |
| All | +629.8% | +329.0% | +300.8% | +165.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling