+379.4%
TTD vs USFD
+348.3%
+31.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.2% |
| 7D | +6.3% | -3.0% | +9.3% | +7.7% |
| 30D | -23.9% | +3.5% | -27.4% | -25.6% |
| 3M | -31.4% | +26.6% | -58.0% | -39.0% |
| 6M | -42.7% | +11.7% | -54.4% | -46.3% |
| YTD | -62.0% | +38.1% | -100.1% | -68.2% |
| 1Y | -72.2% | +33.4% | -105.6% | -76.5% |
| 3Y | -81.9% | +155.8% | -237.8% | -88.7% |
| 5Y | -81.5% | +214.0% | -295.6% | -89.4% |
| All | +379.4% | +348.3% | +31.1% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling