+750.6%
TT vs USFD
+368.6%
+382.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.1% | +1.6% | +3.8% |
| 7D | +1.7% | +3.9% | -2.2% | +0.5% |
| 30D | -11.8% | +12.8% | -24.7% | -14.9% |
| 3M | -12.6% | +1.0% | -13.6% | -13.1% |
| 6M | -9.4% | +30.3% | -39.6% | -16.4% |
| YTD | +8.8% | +46.0% | -37.1% | -3.5% |
| 1Y | -2.5% | +49.6% | -52.1% | -14.2% |
| 3Y | +95.7% | +166.3% | -70.6% | +45.6% |
| 5Y | +135.7% | +208.4% | -72.6% | +65.7% |
| 10Y | +750.6% | +371.2% | +379.4% | +393.6% |
| All | +750.6% | +368.6% | +382.0% | +393.6% |
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 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