+371.2%
USFD vs TAP
-49.5%
+420.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.6% |
| 7D | +3.9% | -7.8% | +11.7% | +7.7% |
| 30D | +12.8% | +7.1% | +5.7% | +9.3% |
| 3M | +1.0% | -7.0% | +8.0% | +3.7% |
| 6M | +30.3% | -3.8% | +34.1% | +31.3% |
| YTD | +46.0% | -11.7% | +57.7% | +51.9% |
| 1Y | +49.6% | -10.1% | +59.7% | +54.0% |
| 3Y | +166.3% | -23.7% | +190.0% | +187.4% |
| 5Y | +208.4% | +2.9% | +205.5% | +178.3% |
| 10Y | +371.2% | -49.5% | +420.7% | +366.7% |
| All | +371.2% | -49.5% | +420.7% | +366.7% |
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