+325.6%
TTD vs USFD
+360.4%
-34.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.0% |
| 7D | -1.9% | +3.9% | -5.8% | -3.7% |
| 30D | +7.5% | +10.7% | -3.2% | +2.7% |
| 3M | -32.4% | +6.3% | -38.8% | -35.0% |
| 6M | -47.9% | +16.2% | -64.2% | -52.1% |
| YTD | -66.3% | +41.9% | -108.1% | -72.2% |
| 1Y | -73.1% | +44.2% | -117.3% | -78.1% |
| 3Y | -83.8% | +159.8% | -243.6% | -90.0% |
| 5Y | -81.3% | +177.1% | -258.4% | -88.7% |
| 10Y | +436.7% | +376.2% | +60.5% | +110.5% |
| All | +325.6% | +360.4% | -34.8% | +83.2% |
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 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