+362.2%
USFD vs TAP
-49.3%
+411.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +1.8% |
| 7D | +3.0% | +0.5% | +2.4% | +2.7% |
| 30D | +11.1% | +9.1% | +1.9% | +6.7% |
| 3M | -0.3% | -3.8% | +3.5% | +0.9% |
| 6M | +15.9% | -3.4% | +19.3% | +16.6% |
| YTD | +41.6% | -10.6% | +52.3% | +46.6% |
| 1Y | +49.4% | -4.4% | +53.8% | +49.6% |
| 3Y | +157.8% | -24.4% | +182.2% | +179.8% |
| 5Y | +176.6% | +2.1% | +174.5% | +151.1% |
| All | +362.2% | -49.3% | +411.5% | +359.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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