-80.5%
TE vs USFD
+162.3%
-242.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -19.1% | +1.7% | -20.7% | -19.4% |
| 30D | -34.1% | +10.2% | -44.3% | -35.7% |
| 3M | -60.1% | -1.5% | -58.6% | -60.1% |
| 6M | -66.0% | +27.3% | -93.3% | -68.2% |
| YTD | -71.4% | +44.0% | -115.4% | -74.5% |
| 1Y | -45.3% | +50.4% | -95.6% | -51.6% |
| 3Y | +9.1% | +153.6% | -144.4% | -12.5% |
| 5Y | -82.6% | +219.0% | -301.6% | -86.6% |
| All | -80.5% | +162.3% | -242.9% | -85.1% |
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