-76.7%
TE vs USFD
+165.9%
-242.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.0% | -3.6% |
| 7D | -10.5% | +3.9% | -14.5% | -11.4% |
| 30D | -32.4% | +12.8% | -45.3% | -34.4% |
| 3M | -60.9% | +1.0% | -61.8% | -61.0% |
| 6M | -62.8% | +30.3% | -93.1% | -65.5% |
| YTD | -65.7% | +46.0% | -111.7% | -69.5% |
| 1Y | -39.9% | +49.6% | -89.5% | -46.8% |
| 3Y | +10.6% | +166.3% | -155.6% | -12.4% |
| 5Y | -79.7% | +208.4% | -288.0% | -84.3% |
| All | -76.7% | +165.9% | -242.6% | -82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling