+192.2%
USFD vs TPG
+78.3%
+113.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +1.7% | +5.0% | -3.4% | +0.1% |
| 30D | +10.2% | +15.7% | -5.5% | +5.3% |
| 3M | -1.5% | -10.6% | +9.1% | +1.5% |
| 6M | +27.3% | +15.9% | +11.4% | +20.1% |
| YTD | +44.0% | -20.6% | +64.6% | +52.4% |
| 1Y | +50.4% | -11.8% | +62.1% | +52.8% |
| 3Y | +153.6% | +71.6% | +82.0% | +88.4% |
| All | +192.2% | +78.3% | +113.8% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling