+821.9%
TRGP vs USFD
+322.5%
+499.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.0% |
| 7D | -0.6% | -3.3% | +2.7% | +1.4% |
| 30D | +14.6% | -5.3% | +19.9% | +18.0% |
| 3M | +11.9% | +18.8% | -6.8% | +0.2% |
| 6M | +25.3% | +14.3% | +11.0% | +13.7% |
| YTD | +61.9% | +36.9% | +25.0% | +29.6% |
| 1Y | +87.3% | +31.7% | +55.6% | +52.6% |
| 3Y | +268.0% | +164.5% | +103.5% | +90.1% |
| 5Y | +638.2% | +212.6% | +425.6% | +220.7% |
| 10Y | +821.9% | +329.7% | +492.2% | +184.0% |
| All | +821.9% | +322.5% | +499.4% | +184.0% |
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