-48.5%
TE vs USFD
+149.4%
-197.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.9% | +10.9% | +10.2% |
| 7D | +18.2% | -3.3% | +21.6% | +19.1% |
| 30D | -13.5% | -5.3% | -8.2% | -12.5% |
| 3M | -44.6% | +18.8% | -63.4% | -47.2% |
| 6M | -24.7% | +14.3% | -39.0% | -28.0% |
| YTD | -24.3% | +36.9% | -61.1% | -31.4% |
| 1Y | +155.6% | +31.7% | +123.8% | +133.9% |
| 3Y | -18.3% | +164.5% | -182.7% | -34.8% |
| 5Y | -41.3% | +212.6% | -253.9% | -54.2% |
| All | -48.5% | +149.4% | -197.8% | -60.1% |
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