+803.8%
TRGP vs USFD
+375.5%
+428.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | +2.4% | -0.2% | +2.5% | +2.5% |
| 30D | +0.8% | +12.3% | -11.5% | -6.6% |
| 3M | +10.4% | -0.7% | +11.1% | +9.4% |
| 6M | +16.3% | +31.3% | -15.0% | -3.2% |
| YTD | +61.1% | +45.7% | +15.4% | +23.0% |
| 1Y | +71.6% | +52.1% | +19.5% | +27.1% |
| 3Y | +267.5% | +158.2% | +109.2% | +91.9% |
| 5Y | +488.1% | +213.8% | +274.4% | +155.2% |
| 10Y | +803.8% | +367.0% | +436.7% | +176.1% |
| All | +803.8% | +375.5% | +428.2% | +176.1% |
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