+216.3%
USFD vs TAP
+2.2%
+214.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.0% | -2.3% | -0.7% | -2.2% |
| 30D | +3.5% | -2.1% | +5.7% | +4.2% |
| 3M | +26.6% | +6.6% | +20.0% | +23.3% |
| 6M | +11.7% | -11.5% | +23.2% | +15.9% |
| YTD | +38.1% | -10.3% | +48.4% | +42.4% |
| 1Y | +33.4% | -14.4% | +47.8% | +39.5% |
| 3Y | +155.8% | -28.3% | +184.1% | +181.5% |
| All | +216.3% | +2.2% | +214.1% | +163.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling