+317.7%
USFD vs TDY
+532.5%
-214.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.7% |
| 7D | -3.0% | -1.8% | -1.2% | -1.8% |
| 30D | +3.5% | -10.7% | +14.2% | +11.8% |
| 3M | +26.6% | -1.3% | +27.9% | +26.5% |
| 6M | +11.7% | -10.6% | +22.3% | +18.8% |
| YTD | +38.1% | +19.6% | +18.6% | +17.9% |
| 1Y | +33.4% | +11.6% | +21.7% | +18.9% |
| 3Y | +155.8% | +45.2% | +110.6% | +80.8% |
| 5Y | +214.0% | +36.1% | +178.0% | +128.3% |
| 10Y | +320.4% | +458.8% | -138.5% | +81.4% |
| All | +317.7% | +532.5% | -214.9% | +81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling