+224.7%
TGT vs USFD
+329.0%
-104.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | +0.8% | -3.0% | +3.8% | +1.4% |
| 30D | +12.2% | +3.5% | +8.7% | +11.4% |
| 3M | +33.8% | +26.6% | +7.2% | +27.6% |
| 6M | +39.3% | +11.7% | +27.6% | +36.0% |
| YTD | +72.9% | +38.1% | +34.7% | +61.3% |
| 1Y | +84.6% | +33.4% | +51.2% | +73.2% |
| 3Y | +46.2% | +155.8% | -109.6% | +21.4% |
| 5Y | -21.3% | +214.0% | -235.4% | -37.4% |
| 10Y | +213.5% | +320.4% | -106.8% | +134.9% |
| All | +224.7% | +329.0% | -104.3% | +143.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling