+383.3%
TPR vs USFD
+369.2%
+14.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +12.1% | +8.4% | +3.7% | +7.5% |
| 30D | +16.7% | +12.7% | +3.9% | +9.8% |
| 3M | -17.4% | +1.1% | -18.5% | -18.2% |
| 6M | +2.3% | +30.2% | -27.9% | -10.9% |
| YTD | +7.1% | +45.8% | -38.7% | -12.5% |
| 1Y | +29.5% | +51.9% | -22.4% | +3.4% |
| 3Y | +415.0% | +158.5% | +256.6% | +217.7% |
| 5Y | +261.5% | +208.0% | +53.4% | +103.6% |
| 10Y | +383.3% | +376.6% | +6.7% | +133.0% |
| All | +383.3% | +369.2% | +14.1% | +133.0% |
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