+49.8%
USFD vs TD
+61.0%
-11.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.8% | +5.7% | +7.9% |
| 7D | +7.8% | +1.4% | +6.5% | +7.5% |
| 30D | +16.2% | +10.2% | +5.9% | +14.5% |
| 3M | +11.0% | +8.1% | +2.9% | +9.7% |
| 6M | +20.7% | +22.3% | -1.6% | +17.4% |
| YTD | +46.0% | +39.0% | +6.9% | +39.5% |
| 1Y | +49.8% | +62.6% | -12.8% | +29.6% |
| All | +49.8% | +61.0% | -11.3% | +29.6% |
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