+808.8%
TTMI vs USFD
+215.8%
+593.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +9.0% |
| 7D | +5.9% | -3.0% | +8.9% | +7.3% |
| 30D | -4.3% | +3.5% | -7.8% | -6.0% |
| 3M | -32.0% | +26.6% | -58.6% | -41.0% |
| 6M | +19.5% | +11.7% | +7.8% | +11.2% |
| YTD | +82.0% | +38.1% | +43.9% | +50.7% |
| 1Y | +172.6% | +33.4% | +139.2% | +129.2% |
| 3Y | +744.7% | +155.8% | +588.8% | +416.0% |
| All | +808.8% | +215.8% | +593.0% | +388.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling