+180.3%
USFD vs TPG
+92.2%
+88.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | -3.0% | -2.4% | -0.6% | -2.3% |
| 30D | +3.5% | +11.1% | -7.5% | 0.0% |
| 3M | +26.6% | +26.3% | +0.3% | +16.8% |
| 6M | +11.7% | +18.3% | -6.6% | +4.7% |
| YTD | +38.1% | -14.4% | +52.6% | +43.3% |
| 1Y | +33.4% | -6.7% | +40.1% | +33.2% |
| 3Y | +155.8% | +111.5% | +44.4% | +75.6% |
| All | +180.3% | +92.2% | +88.0% | +78.7% |
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