+500.5%
TRGP vs USFD
+215.4%
+285.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +12.4% | +1.7% | +10.7% | +11.8% |
| 30D | +2.6% | +10.2% | -7.5% | -1.1% |
| 3M | +11.9% | -1.5% | +13.3% | +11.8% |
| 6M | +13.9% | +27.3% | -13.4% | +3.3% |
| YTD | +64.2% | +44.0% | +20.2% | +39.5% |
| 1Y | +78.5% | +50.4% | +28.1% | +48.5% |
| 3Y | +272.9% | +153.6% | +119.3% | +147.3% |
| All | +500.5% | +215.4% | +285.1% | +246.7% |
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 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