+527.9%
TTD vs USFD
+375.5%
+152.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.7% |
| 7D | +20.8% | -0.2% | +20.9% | +21.1% |
| 30D | +33.8% | +12.3% | +21.5% | +27.3% |
| 3M | +17.8% | -0.7% | +18.5% | +17.8% |
| 6M | -25.7% | +31.3% | -57.0% | -35.2% |
| YTD | -57.9% | +45.7% | -103.6% | -65.6% |
| 1Y | -63.8% | +52.1% | -116.0% | -71.2% |
| 3Y | -75.0% | +158.2% | -233.3% | -84.4% |
| 5Y | -82.5% | +213.8% | -296.3% | -89.8% |
| 10Y | +527.9% | +367.0% | +160.9% | +202.7% |
| All | +527.9% | +375.5% | +152.4% | +202.7% |
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