+305.7%
TRV vs USFD
+329.0%
-23.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | -0.1% | -3.0% | +2.9% | +0.7% |
| 30D | -3.4% | +3.5% | -7.0% | -4.5% |
| 3M | +26.4% | +26.6% | -0.2% | +18.0% |
| 6M | +19.3% | +11.7% | +7.6% | +15.1% |
| YTD | +28.3% | +38.1% | -9.8% | +15.7% |
| 1Y | +34.3% | +33.4% | +0.9% | +22.1% |
| 3Y | +140.1% | +155.8% | -15.7% | +79.4% |
| 5Y | +155.7% | +214.0% | -58.3% | +74.8% |
| 10Y | +285.5% | +320.4% | -34.8% | +124.0% |
| All | +305.7% | +329.0% | -23.3% | +133.3% |
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