+460.1%
TEAM vs USFD
+369.7%
+90.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.2% | -16.0% | -16.1% |
| 7D | -19.8% | +3.0% | -22.8% | -20.4% |
| 30D | -21.5% | +11.1% | -32.6% | -23.4% |
| 3M | +39.5% | -0.3% | +39.8% | +39.2% |
| 6M | +73.1% | +15.9% | +57.2% | +66.5% |
| YTD | -5.2% | +41.6% | -46.8% | -14.0% |
| 1Y | -1.6% | +49.4% | -51.0% | -12.0% |
| 3Y | -11.4% | +157.8% | -169.3% | -29.5% |
| 5Y | -65.1% | +176.6% | -241.7% | -73.0% |
| All | +460.1% | +369.7% | +90.4% | +335.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling