+200.6%
TGT vs USFD
+359.1%
-158.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.8% |
| 7D | +2.6% | +1.3% | +1.3% | +2.3% |
| 30D | +6.6% | +10.6% | -4.0% | +4.6% |
| 3M | +5.2% | -2.4% | +7.6% | +5.7% |
| 6M | +35.3% | +28.9% | +6.4% | +28.6% |
| YTD | +70.3% | +43.7% | +26.6% | +57.7% |
| 1Y | +81.2% | +48.5% | +32.7% | +66.5% |
| 3Y | +66.9% | +154.7% | -87.8% | +38.7% |
| 5Y | -27.2% | +218.4% | -245.6% | -42.2% |
| All | +200.6% | +359.1% | -158.5% | +121.2% |
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 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