+317.7%
USFD vs TD
+307.0%
+10.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.7% |
| 7D | -3.0% | +0.3% | -3.3% | -3.3% |
| 30D | +3.5% | +0.4% | +3.1% | +2.9% |
| 3M | +26.6% | +7.6% | +18.9% | +18.4% |
| 6M | +11.7% | +25.0% | -13.3% | -8.0% |
| YTD | +38.1% | +31.0% | +7.1% | +8.9% |
| 1Y | +33.4% | +65.2% | -31.8% | -13.8% |
| 3Y | +155.8% | +122.5% | +33.3% | +23.8% |
| 5Y | +214.0% | +124.8% | +89.2% | +47.2% |
| 10Y | +320.4% | +298.2% | +22.1% | +34.2% |
| All | +317.7% | +307.0% | +10.6% | +32.9% |
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