+911.5%
TT vs USFD
+321.9%
+589.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | 0.0% | -3.0% | +3.0% | +0.8% |
| 30D | -7.2% | +3.5% | -10.7% | -8.2% |
| 3M | -3.0% | +26.6% | -29.5% | -9.5% |
| 6M | +1.4% | +11.7% | -10.4% | -2.2% |
| YTD | +15.9% | +38.1% | -22.2% | +4.7% |
| 1Y | +9.4% | +33.4% | -24.0% | -0.4% |
| 3Y | +124.4% | +155.8% | -31.4% | +69.1% |
| 5Y | +138.0% | +214.0% | -76.0% | +66.5% |
| All | +911.5% | +321.9% | +589.6% | +498.6% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling