+214.3%
USFD vs TD
+101.4%
+112.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.7% | +1.1% | +0.6% | +1.1% |
| 30D | +10.2% | +5.2% | +4.9% | +7.5% |
| 3M | -1.5% | +1.2% | -2.7% | -2.2% |
| 6M | +27.3% | +17.7% | +9.6% | +16.2% |
| YTD | +44.0% | +34.2% | +9.8% | +21.8% |
| 1Y | +50.4% | +55.4% | -5.1% | +16.7% |
| 3Y | +153.6% | +130.4% | +23.2% | +52.3% |
| All | +214.3% | +101.4% | +112.9% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling