+859.4%
TRGP vs USFD
+339.9%
+519.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -16.0% | +3.0% | -19.0% | -18.0% |
| 30D | -6.4% | +11.1% | -17.5% | -12.8% |
| 3M | -1.0% | -0.3% | -0.7% | -2.2% |
| 6M | +7.0% | +15.9% | -8.9% | -4.4% |
| YTD | +46.1% | +41.6% | +4.5% | +13.5% |
| 1Y | +58.7% | +49.4% | +9.3% | +18.8% |
| 3Y | +221.9% | +157.8% | +64.0% | +68.4% |
| 5Y | +419.9% | +176.6% | +243.3% | +144.9% |
| 10Y | +769.8% | +375.4% | +394.4% | +145.2% |
| All | +859.4% | +339.9% | +519.6% | +187.5% |
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