+353.3%
USFD vs TAP
-47.7%
+401.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.2% |
| 7D | +1.3% | -6.3% | +7.6% | +4.2% |
| 30D | +10.6% | +2.7% | +7.9% | +9.1% |
| 3M | -2.4% | -3.7% | +1.3% | -1.3% |
| 6M | +28.9% | -2.0% | +30.9% | +28.9% |
| YTD | +43.7% | -12.3% | +56.1% | +50.0% |
| 1Y | +48.5% | -10.1% | +58.6% | +52.9% |
| 3Y | +154.7% | -25.3% | +180.0% | +177.7% |
| 5Y | +218.4% | -1.9% | +220.3% | +194.4% |
| All | +353.3% | -47.7% | +401.0% | +339.1% |
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