+258.4%
TPR vs USFD
+184.3%
+74.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.8% | +9.9% | +8.8% |
| 7D | +13.9% | +3.9% | +9.9% | +10.7% |
| 30D | +14.9% | +10.7% | +4.2% | +7.5% |
| 3M | -15.4% | +6.3% | -21.7% | -19.2% |
| 6M | -4.5% | +16.2% | -20.7% | -14.0% |
| YTD | +6.0% | +41.9% | -35.9% | -17.9% |
| 1Y | +24.3% | +44.2% | -19.9% | -4.9% |
| 3Y | +412.8% | +159.8% | +253.0% | +159.6% |
| 5Y | +258.4% | +177.1% | +81.3% | +68.2% |
| All | +258.4% | +184.3% | +74.2% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling