+326.1%
TPR vs USFD
+321.9%
+4.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -2.3% | -3.0% | +0.7% | -0.9% |
| 30D | -23.0% | +3.5% | -26.5% | -24.4% |
| 3M | -12.5% | +26.6% | -39.0% | -22.3% |
| 6M | -21.4% | +11.7% | -33.1% | -25.8% |
| YTD | -3.5% | +38.1% | -41.6% | -18.8% |
| 1Y | +17.4% | +33.4% | -16.0% | +0.3% |
| 3Y | +291.3% | +155.8% | +135.4% | +143.0% |
| 5Y | +241.9% | +214.0% | +27.9% | +91.8% |
| All | +326.1% | +321.9% | +4.2% | +115.6% |
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