+209.6%
TGT vs USFD
+369.2%
-159.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +4.8% | +8.4% | -3.6% | +3.2% |
| 30D | +5.3% | +12.7% | -7.4% | +2.9% |
| 3M | +7.2% | +1.1% | +6.1% | +7.0% |
| 6M | +31.4% | +30.2% | +1.2% | +24.6% |
| YTD | +70.1% | +45.8% | +24.2% | +57.0% |
| 1Y | +85.5% | +51.9% | +33.6% | +69.7% |
| 3Y | +66.7% | +158.5% | -91.8% | +38.1% |
| 5Y | -25.6% | +208.0% | -233.6% | -40.8% |
| 10Y | +209.6% | +376.6% | -166.9% | +124.3% |
| All | +209.6% | +369.2% | -159.6% | +124.3% |
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 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