+385.5%
TTMI vs USFD
+354.7%
+30.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.2% | +7.1% | +6.9% |
| 7D | -19.8% | +3.0% | -22.8% | -20.9% |
| 30D | -48.1% | +11.1% | -59.2% | -50.4% |
| 3M | -51.2% | -0.3% | -50.9% | -51.7% |
| 6M | -59.6% | +15.9% | -75.5% | -62.4% |
| YTD | -3.6% | +41.6% | -45.2% | -16.2% |
| 1Y | -2.3% | +49.4% | -51.7% | -16.5% |
| 3Y | +369.4% | +157.8% | +211.5% | +236.5% |
| 5Y | +365.4% | +176.6% | +188.8% | +220.7% |
| All | +385.5% | +354.7% | +30.8% | +145.2% |
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 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