+741.5%
TT vs USFD
+375.5%
+366.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | +3.5% | -0.2% | +3.7% | +3.6% |
| 30D | -11.0% | +12.3% | -23.4% | -14.1% |
| 3M | -12.0% | -0.7% | -11.3% | -12.2% |
| 6M | -10.4% | +31.3% | -41.7% | -17.6% |
| YTD | +9.9% | +45.7% | -35.8% | -2.5% |
| 1Y | +1.5% | +52.1% | -50.7% | -11.2% |
| 3Y | +93.7% | +158.2% | -64.5% | +45.4% |
| 5Y | +139.2% | +213.8% | -74.5% | +67.4% |
| 10Y | +741.5% | +367.0% | +374.5% | +384.2% |
| All | +741.5% | +375.5% | +366.0% | +384.2% |
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