+150.0%
USFD vs TPG
+86.5%
+63.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.9% | -1.5% | -4.6% |
| 7D | -7.0% | -6.5% | -0.5% | -5.6% |
| 30D | -10.3% | +0.1% | -10.4% | -10.5% |
| 3M | +9.2% | +14.5% | -5.3% | +5.4% |
| 6M | +7.4% | +17.3% | -9.9% | +2.7% |
| YTD | +29.4% | -20.5% | +49.9% | +36.2% |
| 1Y | +24.8% | -13.2% | +38.1% | +27.5% |
| All | +150.0% | +86.5% | +63.5% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 3y: compounded portfolio wealth divided by compounded TPG 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…
3y analysis · Full analysis span regression · 6 months rolling