+157.8%
USFD vs TAP
-23.7%
+181.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +1.0% |
| 7D | +3.0% | +0.5% | +2.4% | +2.9% |
| 30D | +11.1% | +9.1% | +1.9% | +8.9% |
| 3M | -0.3% | -3.8% | +3.5% | +0.5% |
| 6M | +15.9% | -3.4% | +19.3% | +16.4% |
| YTD | +41.6% | -10.6% | +52.3% | +45.1% |
| 1Y | +49.4% | -4.4% | +53.8% | +50.4% |
| 3Y | +157.8% | -24.4% | +182.2% | +166.9% |
| All | +157.8% | -23.7% | +181.5% | +166.9% |
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