+379.1%
TPR vs USFD
+369.7%
+9.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -0.9% |
| 7D | +14.2% | +3.0% | +11.2% | +12.3% |
| 30D | +17.1% | +11.1% | +6.0% | +11.0% |
| 3M | -17.7% | -0.3% | -17.4% | -18.0% |
| 6M | -10.2% | +15.9% | -26.1% | -17.0% |
| YTD | +4.9% | +41.6% | -36.7% | -13.1% |
| 1Y | +36.1% | +49.4% | -13.3% | +9.5% |
| 3Y | +416.5% | +157.8% | +258.6% | +218.9% |
| 5Y | +254.8% | +176.6% | +78.2% | +109.6% |
| All | +379.1% | +369.7% | +9.4% | +137.0% |
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 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