+146.0%
TT vs USFD
+215.8%
-69.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.2% | -3.0% | +2.8% | +0.8% |
| 30D | -7.4% | +3.5% | -10.9% | -8.6% |
| 3M | -3.2% | +26.6% | -29.8% | -11.4% |
| 6M | +1.1% | +11.7% | -10.6% | -3.4% |
| YTD | +15.6% | +38.1% | -22.5% | +1.3% |
| 1Y | +9.2% | +33.4% | -24.2% | -3.3% |
| 3Y | +124.4% | +155.8% | -31.4% | +53.0% |
| All | +146.0% | +215.8% | -69.8% | +46.8% |
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