+148.6%
TE vs USFD
+34.2%
+114.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.2% |
| 7D | -4.0% | -3.0% | -1.0% | -4.7% |
| 30D | -15.9% | +3.5% | -19.4% | -15.0% |
| 3M | -60.5% | +26.6% | -87.1% | -59.4% |
| 6M | -35.2% | +11.7% | -46.9% | -32.4% |
| YTD | -31.1% | +38.1% | -69.3% | -38.8% |
| 1Y | +148.6% | +33.4% | +115.3% | +113.4% |
| All | +148.6% | +34.2% | +114.4% | +113.4% |
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