-84.6%
TTD vs USFD
+208.8%
-293.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.3% |
| 7D | +20.8% | +1.3% | +19.5% | +20.0% |
| 30D | +27.1% | +10.6% | +16.6% | +18.7% |
| 3M | +14.7% | -2.4% | +17.1% | +15.9% |
| 6M | -26.8% | +28.9% | -55.7% | -40.8% |
| YTD | -59.2% | +43.7% | -103.0% | -71.3% |
| 1Y | -64.7% | +48.5% | -113.2% | -76.0% |
| 3Y | -75.8% | +154.7% | -230.5% | -90.3% |
| 5Y | -84.6% | +218.4% | -303.0% | -95.0% |
| All | -84.6% | +208.8% | -293.3% | -95.0% |
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