+125.7%
TT vs USFD
+184.3%
-58.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -3.5% |
| 7D | -9.0% | +3.9% | -12.9% | -10.3% |
| 30D | -17.6% | +10.7% | -28.3% | -20.7% |
| 3M | -18.7% | +6.3% | -25.0% | -20.8% |
| 6M | -17.4% | +16.2% | -33.7% | -22.5% |
| YTD | +1.5% | +41.9% | -40.3% | -12.6% |
| 1Y | -9.4% | +44.2% | -53.6% | -22.7% |
| 3Y | +85.1% | +159.8% | -74.7% | +23.2% |
| 5Y | +125.7% | +177.1% | -51.4% | +37.1% |
| All | +125.7% | +184.3% | -58.5% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling