-48.8%
TE vs USFD
+50.4%
-99.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.4% | -6.1% | -7.8% |
| 7D | -13.6% | +1.3% | -14.9% | -13.3% |
| 30D | -37.7% | +10.6% | -48.2% | -36.1% |
| 3M | -59.8% | -2.4% | -57.4% | -60.2% |
| 6M | -66.3% | +28.9% | -95.2% | -64.9% |
| YTD | -70.5% | +43.7% | -114.2% | -75.2% |
| 1Y | -48.8% | +48.5% | -97.3% | -58.7% |
| All | -48.8% | +50.4% | -99.2% | -58.7% |
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