+321.0%
USFD vs TAP
-49.2%
+370.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.0% | -2.3% | -0.7% | -2.0% |
| 30D | +3.5% | -2.1% | +5.7% | +4.3% |
| 3M | +26.6% | +6.6% | +20.0% | +22.4% |
| 6M | +11.7% | -11.5% | +23.2% | +16.8% |
| YTD | +38.1% | -10.3% | +48.4% | +43.1% |
| 1Y | +33.4% | -14.4% | +47.8% | +40.6% |
| 3Y | +155.8% | -28.3% | +184.1% | +185.5% |
| 5Y | +214.0% | +1.7% | +212.3% | +186.3% |
| All | +321.0% | -49.2% | +370.2% | +324.4% |
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