+155.6%
TE vs USFD
+32.2%
+123.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.9% | +10.9% | +9.8% |
| 7D | +18.2% | -3.3% | +21.6% | +17.3% |
| 30D | -13.5% | -5.3% | -8.2% | -14.6% |
| 3M | -44.6% | +18.8% | -63.4% | -43.2% |
| 6M | -24.7% | +14.3% | -39.0% | -22.1% |
| YTD | -24.3% | +36.9% | -61.1% | -33.0% |
| 1Y | +155.6% | +31.7% | +123.8% | +118.6% |
| All | +155.6% | +32.2% | +123.4% | +118.6% |
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