+669.7%
TDG vs USFD
+353.0%
+316.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +1.4% | +8.4% | -6.9% | -2.8% |
| 30D | +10.6% | +12.7% | -2.1% | +3.8% |
| 3M | +0.2% | +1.1% | -1.0% | -0.9% |
| 6M | +0.9% | +30.2% | -29.3% | -12.8% |
| YTD | -7.8% | +45.8% | -53.7% | -26.3% |
| 1Y | -4.9% | +51.9% | -56.9% | -25.9% |
| 3Y | +44.5% | +158.5% | -114.0% | -17.1% |
| 5Y | +117.7% | +208.0% | -90.3% | +10.4% |
| 10Y | +565.8% | +376.6% | +189.3% | +132.8% |
| All | +669.7% | +353.0% | +316.7% | +171.2% |
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