+341.3%
USFD vs TD
+318.7%
+22.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +1.9% |
| 7D | +3.9% | -0.6% | +4.6% | +4.6% |
| 30D | +12.8% | +7.9% | +4.9% | +6.3% |
| 3M | +1.0% | +3.1% | -2.2% | -1.8% |
| 6M | +30.3% | +17.2% | +13.1% | +13.4% |
| YTD | +46.0% | +34.7% | +11.2% | +12.4% |
| 1Y | +49.6% | +56.9% | -7.3% | +1.2% |
| 3Y | +166.3% | +134.7% | +31.5% | +23.3% |
| 5Y | +208.4% | +104.8% | +103.6% | +59.3% |
| 10Y | +371.2% | +305.8% | +65.4% | +47.6% |
| All | +341.3% | +318.7% | +22.7% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling