+166.3%
USFD vs TD
+134.4%
+31.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.6% |
| 7D | +3.9% | -0.6% | +4.6% | +4.2% |
| 30D | +12.8% | +7.9% | +4.9% | +10.6% |
| 3M | +1.0% | +3.1% | -2.2% | +0.1% |
| 6M | +30.3% | +17.2% | +13.1% | +24.2% |
| YTD | +46.0% | +34.7% | +11.2% | +33.1% |
| 1Y | +49.6% | +56.9% | -7.3% | +29.4% |
| 3Y | +166.3% | +134.7% | +31.5% | +100.2% |
| All | +166.3% | +134.4% | +31.8% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling