+508.5%
TTD vs USFD
+359.9%
+148.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +21.3% | +1.7% | +19.6% | +20.6% |
| 30D | +28.7% | +10.2% | +18.6% | +23.5% |
| 3M | +7.7% | -1.5% | +9.2% | +8.0% |
| 6M | -23.5% | +27.3% | -50.8% | -32.3% |
| YTD | -58.7% | +44.0% | -102.7% | -66.1% |
| 1Y | -63.4% | +50.4% | -113.8% | -70.7% |
| 3Y | -75.3% | +153.6% | -228.9% | -84.4% |
| 5Y | -84.4% | +219.0% | -303.3% | -90.9% |
| All | +508.5% | +359.9% | +148.5% | +195.2% |
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 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