+29.2%
TPR vs USFD
+50.4%
-21.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.1% |
| 7D | -1.1% | +1.3% | -2.5% | -1.5% |
| 30D | +15.1% | +10.6% | +4.5% | +11.2% |
| 3M | -13.4% | -2.4% | -11.0% | -13.1% |
| 6M | +1.4% | +28.9% | -27.6% | -6.4% |
| YTD | +4.8% | +43.7% | -38.9% | -2.6% |
| 1Y | +29.2% | +48.5% | -19.3% | +19.4% |
| All | +29.2% | +50.4% | -21.2% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling