-80.8%
TTD vs USFD
+215.8%
-296.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.2% |
| 7D | +6.3% | -3.0% | +9.3% | +8.2% |
| 30D | -23.9% | +3.5% | -27.4% | -26.3% |
| 3M | -31.4% | +26.6% | -58.0% | -42.1% |
| 6M | -42.7% | +11.7% | -54.4% | -47.9% |
| YTD | -62.0% | +38.1% | -100.1% | -71.2% |
| 1Y | -72.2% | +33.4% | -105.6% | -78.6% |
| 3Y | -81.9% | +155.8% | -237.8% | -91.9% |
| All | -80.8% | +215.8% | -296.7% | -93.3% |
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