+218.4%
TGT vs USFD
+330.1%
-111.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.9% |
| 7D | -0.6% | -3.3% | +2.7% | 0.0% |
| 30D | +9.5% | -5.3% | +14.8% | +10.7% |
| 3M | +32.3% | +18.8% | +13.5% | +27.7% |
| 6M | +37.0% | +14.3% | +22.7% | +33.2% |
| YTD | +71.0% | +36.9% | +34.2% | +59.9% |
| 1Y | +85.0% | +31.7% | +53.3% | +74.0% |
| 3Y | +46.8% | +164.5% | -117.6% | +21.2% |
| 5Y | -22.7% | +212.6% | -235.3% | -38.5% |
| All | +218.4% | +330.1% | -111.7% | +131.4% |
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