+753.3%
TT vs USFD
+369.7%
+383.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | -2.0% | +3.0% | -5.0% | -3.0% |
| 30D | -14.0% | +11.1% | -25.1% | -16.7% |
| 3M | -15.9% | -0.3% | -15.6% | -16.1% |
| 6M | -17.3% | +15.9% | -33.2% | -21.3% |
| YTD | +4.0% | +41.6% | -37.7% | -7.0% |
| 1Y | -7.1% | +49.4% | -56.5% | -18.3% |
| 3Y | +90.2% | +157.8% | -67.6% | +42.8% |
| 5Y | +131.1% | +176.6% | -45.5% | +66.8% |
| All | +753.3% | +369.7% | +383.6% | +402.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling