+33.4%
USFD vs TD
+64.8%
-31.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -3.0% | +0.3% | -3.3% | -3.0% |
| 30D | +3.5% | +0.4% | +3.1% | +3.5% |
| 3M | +26.6% | +7.6% | +18.9% | +25.1% |
| 6M | +11.7% | +25.0% | -13.3% | +7.8% |
| YTD | +38.1% | +31.0% | +7.1% | +31.2% |
| 1Y | +33.4% | +65.2% | -31.8% | +15.6% |
| All | +33.4% | +64.8% | -31.4% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling