+85.0%
TGT vs USFD
+32.2%
+52.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.9% |
| 7D | -0.6% | -3.3% | +2.7% | -0.2% |
| 30D | +9.5% | -5.3% | +14.8% | +10.3% |
| 3M | +32.3% | +18.8% | +13.5% | +28.8% |
| 6M | +37.0% | +14.3% | +22.7% | +34.0% |
| YTD | +71.0% | +36.9% | +34.2% | +59.3% |
| 1Y | +85.0% | +31.7% | +53.3% | +76.0% |
| All | +85.0% | +32.2% | +52.9% | +76.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling