+59.2%
TGT vs USFD
+159.2%
-100.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +2.6% | +3.0% | -0.3% | +1.7% |
| 30D | +5.0% | +11.1% | -6.1% | +1.6% |
| 3M | +8.5% | -0.3% | +8.8% | +8.5% |
| 6M | +23.8% | +15.9% | +7.9% | +17.5% |
| YTD | +66.5% | +41.6% | +24.9% | +44.5% |
| 1Y | +84.9% | +49.4% | +35.5% | +56.4% |
| 3Y | +59.2% | +157.8% | -98.6% | +26.0% |
| All | +59.2% | +159.2% | -100.0% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling