-4.8%
TTMI vs USFD
+45.3%
-50.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.2% | +7.1% | +6.9% |
| 7D | -19.8% | +3.0% | -22.8% | -19.9% |
| 30D | -48.1% | +11.1% | -59.2% | -49.8% |
| 3M | -51.2% | -0.3% | -50.9% | -50.9% |
| 6M | -59.6% | +15.9% | -75.5% | -63.0% |
| YTD | -3.6% | +41.6% | -45.2% | -34.0% |
| All | -4.8% | +45.3% | -50.1% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling