+223.6%
TGT vs USFD
+352.6%
-129.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +0.5% | -0.2% | +0.6% | +0.5% |
| 30D | +6.7% | +12.3% | -5.7% | +4.3% |
| 3M | +8.4% | -0.7% | +9.1% | +8.5% |
| 6M | +40.7% | +31.3% | +9.5% | +33.2% |
| YTD | +72.2% | +45.7% | +26.5% | +59.0% |
| 1Y | +86.2% | +52.1% | +34.0% | +70.3% |
| 3Y | +68.8% | +158.2% | -89.4% | +39.9% |
| 5Y | -25.2% | +213.8% | -239.0% | -40.6% |
| 10Y | +210.0% | +367.0% | -157.0% | +128.7% |
| All | +223.6% | +352.6% | -129.0% | +140.3% |
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 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