+378.1%
TECK vs USFD
+322.5%
+55.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.5% |
| 7D | +7.8% | -3.3% | +11.1% | +9.3% |
| 30D | +8.3% | -5.3% | +13.6% | +10.8% |
| 3M | +16.1% | +18.8% | -2.7% | +7.2% |
| 6M | +42.9% | +14.3% | +28.6% | +33.5% |
| YTD | +50.8% | +36.9% | +13.9% | +29.4% |
| 1Y | +106.1% | +31.7% | +74.4% | +79.3% |
| 3Y | +84.0% | +164.5% | -80.4% | +17.7% |
| 5Y | +223.5% | +212.6% | +10.9% | +87.5% |
| 10Y | +378.1% | +329.7% | +48.4% | +110.8% |
| All | +378.1% | +322.5% | +55.6% | +110.8% |
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 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