-79.7%
TE vs USFD
+188.3%
-268.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | -12.6% | +3.0% | -15.5% | -14.5% |
| 30D | -36.7% | +11.1% | -47.8% | -41.0% |
| 3M | -57.5% | -0.3% | -57.2% | -57.7% |
| 6M | -55.2% | +15.9% | -71.1% | -60.8% |
| YTD | -64.7% | +41.6% | -106.3% | -74.6% |
| 1Y | -35.9% | +49.4% | -85.3% | -55.8% |
| 3Y | -31.8% | +157.8% | -189.6% | -68.3% |
| All | -79.7% | +188.3% | -268.0% | -91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling