+1.5%
TT vs USFD
+51.3%
-49.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | +3.5% | -0.2% | +3.7% | +3.5% |
| 30D | -11.0% | +12.3% | -23.4% | -12.0% |
| 3M | -12.0% | -0.7% | -11.3% | -11.8% |
| 6M | -10.4% | +31.3% | -41.7% | -13.8% |
| YTD | +9.9% | +45.7% | -35.8% | +4.0% |
| 1Y | +1.5% | +52.1% | -50.7% | -5.2% |
| All | +1.5% | +51.3% | -49.8% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling