-53.2%
TE vs USFD
+151.7%
-204.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -4.0% | -3.0% | -1.0% | -3.3% |
| 30D | -15.9% | +3.5% | -19.4% | -16.6% |
| 3M | -60.5% | +26.6% | -87.1% | -63.0% |
| 6M | -35.2% | +11.7% | -46.9% | -37.6% |
| YTD | -31.1% | +38.1% | -69.3% | -37.7% |
| 1Y | +148.6% | +33.4% | +115.3% | +127.0% |
| 3Y | -26.4% | +155.8% | -182.2% | -41.0% |
| 5Y | -48.0% | +214.0% | -262.1% | -59.5% |
| All | -53.2% | +151.7% | -204.8% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling