-25.8%
TE vs USFD
+49.6%
-75.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +8.5% | -12.0% | -1.6% |
| 7D | +3.8% | +7.8% | -4.0% | +5.7% |
| 30D | -26.2% | +16.2% | -42.4% | -23.9% |
| 3M | -49.7% | +11.0% | -60.7% | -48.4% |
| 6M | -46.5% | +20.7% | -67.2% | -43.7% |
| YTD | -59.1% | +46.0% | -105.1% | -65.2% |
| 1Y | -25.8% | +49.8% | -75.6% | -39.2% |
| All | -25.8% | +49.6% | -75.4% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 1y: compounded portfolio wealth divided by compounded USFD 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…
1y analysis · Full analysis span regression · 6 months rolling