+132.3%
TT vs USFD
+215.4%
-83.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +4.0% | +1.7% | +2.4% | +3.5% |
| 30D | -11.3% | +10.2% | -21.5% | -14.5% |
| 3M | -12.3% | -1.5% | -10.8% | -12.2% |
| 6M | -10.8% | +27.3% | -38.2% | -19.2% |
| YTD | +8.2% | +44.0% | -35.8% | -7.7% |
| 1Y | +1.5% | +50.4% | -48.9% | -15.1% |
| 3Y | +91.5% | +153.6% | -62.1% | +27.3% |
| All | +132.3% | +215.4% | -83.1% | +36.6% |
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 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