+449.9%
TTMI vs USFD
+368.6%
+81.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +3.1% | +10.2% | +12.3% |
| 7D | -1.6% | +3.9% | -5.5% | -3.1% |
| 30D | -37.7% | +12.8% | -50.6% | -40.7% |
| 3M | -45.1% | +1.0% | -46.1% | -45.8% |
| 6M | -52.1% | +30.3% | -82.4% | -57.2% |
| YTD | +9.2% | +46.0% | -36.8% | -5.9% |
| 1Y | +12.9% | +49.6% | -36.7% | -3.4% |
| 3Y | +445.5% | +166.3% | +279.2% | +287.5% |
| 5Y | +427.9% | +208.4% | +219.5% | +253.2% |
| 10Y | +449.9% | +371.2% | +78.6% | +175.3% |
| All | +449.9% | +368.6% | +81.2% | +175.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling