+341.7%
TRV vs USFD
+353.0%
-11.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +1.4% | +8.4% | -7.0% | -1.0% |
| 30D | +8.7% | +12.7% | -4.1% | +5.0% |
| 3M | +7.1% | +1.1% | +5.9% | +6.4% |
| 6M | +35.5% | +30.2% | +5.3% | +25.2% |
| YTD | +39.7% | +45.8% | -6.1% | +23.8% |
| 1Y | +44.1% | +51.9% | -7.8% | +26.0% |
| 3Y | +148.1% | +158.5% | -10.3% | +84.7% |
| 5Y | +178.6% | +208.0% | -29.5% | +91.8% |
| 10Y | +352.5% | +376.6% | -24.0% | +157.1% |
| All | +341.7% | +353.0% | -11.3% | +149.6% |
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