+329.7%
USFD vs TD
+295.4%
+34.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.2% |
| 7D | -3.3% | +0.9% | -4.2% | -4.1% |
| 30D | -5.3% | -0.7% | -4.7% | -5.1% |
| 3M | +18.8% | +6.3% | +12.5% | +12.2% |
| 6M | +14.3% | +27.9% | -13.6% | -8.0% |
| YTD | +36.9% | +29.8% | +7.1% | +8.4% |
| 1Y | +31.7% | +63.7% | -31.9% | -14.7% |
| 3Y | +164.5% | +128.3% | +36.1% | +23.5% |
| 5Y | +212.6% | +125.5% | +87.1% | +44.0% |
| 10Y | +329.7% | +296.7% | +33.0% | +29.7% |
| All | +329.7% | +295.4% | +34.3% | +29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling