+739.5%
TRGP vs USFD
+368.6%
+370.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.4% | +1.7% |
| 7D | -7.2% | +3.9% | -11.1% | -9.7% |
| 30D | -4.2% | +12.8% | -17.0% | -11.5% |
| 3M | +7.0% | +1.0% | +6.0% | +4.9% |
| 6M | +11.2% | +30.3% | -19.0% | -7.0% |
| YTD | +51.1% | +46.0% | +5.1% | +15.3% |
| 1Y | +62.0% | +49.6% | +12.4% | +21.2% |
| 3Y | +248.2% | +166.3% | +81.9% | +78.4% |
| 5Y | +432.4% | +208.4% | +224.0% | +133.7% |
| 10Y | +739.5% | +371.2% | +368.3% | +153.4% |
| All | +739.5% | +368.6% | +370.9% | +153.4% |
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 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