+162.8%
USFD vs TAP
-28.0%
+190.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.0% | -2.3% | -0.7% | -2.5% |
| 30D | +3.5% | -2.1% | +5.7% | +4.0% |
| 3M | +26.6% | +6.6% | +20.0% | +24.3% |
| 6M | +11.7% | -11.5% | +23.2% | +14.7% |
| YTD | +38.1% | -10.3% | +48.4% | +41.5% |
| 1Y | +33.4% | -14.4% | +47.8% | +38.1% |
| All | +162.8% | -28.0% | +190.8% | +178.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling