-74.8%
TTD vs USFD
+159.3%
-234.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.7% |
| 7D | +20.8% | -0.2% | +20.9% | +20.9% |
| 30D | +33.8% | +12.3% | +21.5% | +28.7% |
| 3M | +17.8% | -0.7% | +18.5% | +17.9% |
| 6M | -25.7% | +31.3% | -57.0% | -34.3% |
| YTD | -57.9% | +45.7% | -103.6% | -66.4% |
| 1Y | -63.8% | +52.1% | -116.0% | -72.1% |
| All | -74.8% | +159.3% | -234.2% | -86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling