+212.6%
USFD vs TDY
+35.7%
+176.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -3.3% | -0.9% | -2.5% | -2.9% |
| 30D | -5.3% | -12.5% | +7.2% | +0.7% |
| 3M | +18.8% | -1.2% | +20.0% | +18.8% |
| 6M | +14.3% | -6.6% | +20.8% | +16.9% |
| YTD | +36.9% | +18.5% | +18.4% | +22.6% |
| 1Y | +31.7% | +10.8% | +21.0% | +21.9% |
| 3Y | +164.5% | +47.5% | +117.0% | +103.2% |
| All | +212.6% | +35.7% | +176.9% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling