+328.9%
USFD vs TAP
-44.0%
+372.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -1.9% |
| 7D | +3.9% | +7.7% | -3.8% | +0.7% |
| 30D | +10.7% | +14.4% | -3.7% | +4.4% |
| 3M | +6.3% | +2.0% | +4.3% | +5.0% |
| 6M | +16.2% | +2.5% | +13.8% | +14.1% |
| YTD | +41.9% | -6.4% | +48.3% | +44.0% |
| 1Y | +44.2% | -2.3% | +46.5% | +43.2% |
| 3Y | +159.8% | -20.3% | +180.1% | +175.4% |
| 5Y | +177.1% | +6.9% | +170.2% | +147.8% |
| 10Y | +376.2% | -46.3% | +422.5% | +358.1% |
| All | +328.9% | -44.0% | +372.9% | +310.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling