+340.6%
USFD vs TDY
+574.5%
-233.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.6% |
| 7D | -0.2% | +3.0% | -3.2% | -2.4% |
| 30D | +12.3% | +6.1% | +6.2% | +7.0% |
| 3M | -0.7% | -4.5% | +3.8% | +1.5% |
| 6M | +31.3% | +2.9% | +28.3% | +26.0% |
| YTD | +45.7% | +27.5% | +18.2% | +17.9% |
| 1Y | +52.1% | +26.5% | +25.7% | +23.6% |
| 3Y | +158.2% | +70.1% | +88.1% | +60.9% |
| 5Y | +213.8% | +46.8% | +167.0% | +114.7% |
| 10Y | +367.0% | +447.2% | -80.1% | +93.3% |
| All | +340.6% | +574.5% | -233.9% | +81.7% |
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