-78.9%
TE vs USFD
+165.7%
-244.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.1% | -9.5% | -9.6% |
| 7D | -26.9% | +8.4% | -35.2% | -28.2% |
| 30D | -38.9% | +12.7% | -51.7% | -40.7% |
| 3M | -61.0% | +1.1% | -62.1% | -61.2% |
| 6M | -66.4% | +30.2% | -96.6% | -68.8% |
| YTD | -69.0% | +45.8% | -114.9% | -72.4% |
| 1Y | -54.0% | +51.9% | -105.9% | -59.4% |
| 3Y | +38.0% | +158.5% | -120.5% | +10.1% |
| 5Y | -81.0% | +208.0% | -289.0% | -85.4% |
| All | -78.9% | +165.7% | -244.6% | -83.9% |
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