-49.1%
TE vs USFD
+49.7%
-98.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.0% | -2.3% |
| 7D | -10.5% | +3.9% | -14.5% | -9.4% |
| 30D | -32.4% | +12.8% | -45.3% | -30.4% |
| 3M | -60.9% | +1.0% | -61.8% | -60.9% |
| 6M | -62.8% | +30.3% | -93.1% | -60.9% |
| YTD | -65.7% | +46.0% | -111.7% | -70.6% |
| All | -49.1% | +49.7% | -98.8% | -58.8% |
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