+335.4%
USFD vs TDY
+566.8%
-231.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.6% |
| 7D | +1.7% | +4.1% | -2.4% | -1.1% |
| 30D | +10.2% | +5.7% | +4.4% | +5.1% |
| 3M | -1.5% | -4.4% | +3.0% | +0.7% |
| 6M | +27.3% | +1.2% | +26.1% | +23.7% |
| YTD | +44.0% | +26.0% | +17.9% | +17.4% |
| 1Y | +50.4% | +27.4% | +23.0% | +21.4% |
| 3Y | +153.6% | +67.5% | +86.0% | +59.7% |
| 5Y | +219.0% | +44.9% | +174.1% | +120.3% |
| 10Y | +361.5% | +440.9% | -79.5% | +92.5% |
| All | +335.4% | +566.8% | -231.4% | +80.9% |
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 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