+49.8%
USFD vs TDY
+22.9%
+26.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -4.8% | +13.2% | +9.0% |
| 7D | +7.8% | -5.0% | +12.9% | +8.4% |
| 30D | +16.2% | +2.0% | +14.2% | +15.2% |
| 3M | +11.0% | -7.7% | +18.7% | +11.7% |
| 6M | +20.7% | -0.9% | +21.6% | +20.1% |
| YTD | +46.0% | +23.7% | +22.2% | +35.5% |
| 1Y | +49.8% | +23.6% | +26.2% | +39.1% |
| All | +49.8% | +22.9% | +26.9% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling