+354.3%
TPR vs USFD
+340.6%
+13.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.8% | +9.9% | +8.4% |
| 7D | +13.9% | +3.9% | +9.9% | +11.4% |
| 30D | +14.9% | +10.7% | +4.2% | +9.1% |
| 3M | -15.4% | +6.3% | -21.7% | -18.3% |
| 6M | -4.5% | +16.2% | -20.7% | -11.8% |
| YTD | +6.0% | +41.9% | -35.9% | -12.2% |
| 1Y | +24.3% | +44.2% | -19.9% | +2.1% |
| 3Y | +412.8% | +159.8% | +253.0% | +216.2% |
| 5Y | +258.4% | +177.1% | +81.3% | +112.1% |
| 10Y | +396.8% | +376.2% | +20.7% | +139.5% |
| All | +354.3% | +340.6% | +13.6% | +126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling