+356.2%
TPR vs USFD
+359.9%
-3.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -0.3% | +1.7% | -2.0% | -1.1% |
| 30D | +15.1% | +10.2% | +5.0% | +9.5% |
| 3M | +3.5% | -1.5% | +5.0% | +3.8% |
| 6M | +0.4% | +27.3% | -26.9% | -11.5% |
| YTD | +4.6% | +44.0% | -39.4% | -14.1% |
| 1Y | +33.1% | +50.4% | -17.3% | +6.8% |
| 3Y | +396.0% | +153.6% | +242.4% | +208.8% |
| 5Y | +230.3% | +219.0% | +11.3% | +83.6% |
| All | +356.2% | +359.9% | -3.7% | +126.5% |
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