+411.3%
TTMI vs USFD
+359.1%
+52.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.6% |
| 7D | +22.6% | +1.3% | +21.3% | +22.2% |
| 30D | -34.3% | +10.6% | -44.9% | -37.0% |
| 3M | -44.8% | -2.4% | -42.3% | -44.8% |
| 6M | -53.3% | +28.9% | -82.2% | -58.1% |
| YTD | +10.6% | +43.7% | -33.2% | -4.2% |
| 1Y | +8.2% | +48.5% | -40.3% | -7.1% |
| 3Y | +435.7% | +154.7% | +281.0% | +286.1% |
| 5Y | +434.2% | +218.4% | +215.8% | +255.0% |
| All | +411.3% | +359.1% | +52.2% | +165.1% |
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