+308.6%
USFD vs TDY
+472.2%
-163.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.6% |
| 7D | -8.0% | -1.9% | -6.1% | -6.7% |
| 30D | -13.1% | -12.5% | -0.6% | -4.6% |
| 3M | +6.5% | -0.8% | +7.3% | +6.3% |
| 6M | +5.7% | -9.0% | +14.7% | +11.2% |
| YTD | +27.5% | +16.8% | +10.7% | +10.3% |
| 1Y | +23.4% | +9.5% | +14.0% | +11.4% |
| 3Y | +146.4% | +45.4% | +101.0% | +72.3% |
| 5Y | +196.8% | +37.8% | +158.9% | +111.2% |
| All | +308.6% | +472.2% | -163.6% | +69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling