+158.8%
USFD vs TPG
+71.4%
+87.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.2% |
| 7D | -8.0% | -11.8% | +3.8% | -4.4% |
| 30D | -13.1% | -6.3% | -6.8% | -11.6% |
| 3M | +6.5% | +13.6% | -7.0% | +1.6% |
| 6M | +5.7% | +13.8% | -8.1% | +0.1% |
| YTD | +27.5% | -23.7% | +51.3% | +37.0% |
| 1Y | +23.4% | -18.2% | +41.6% | +28.4% |
| 3Y | +146.4% | +80.1% | +66.3% | +78.6% |
| All | +158.8% | +71.4% | +87.4% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling