+214.1%
TECK vs USFD
+365.4%
-151.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -1.2% | -0.2% | -1.1% | -1.0% |
| 30D | -5.7% | +12.3% | -18.1% | -10.3% |
| 3M | -3.6% | -0.7% | -2.9% | -3.5% |
| 6M | -2.2% | +31.3% | -33.5% | -13.8% |
| YTD | +33.6% | +45.7% | -12.2% | +11.6% |
| 1Y | +49.0% | +52.1% | -3.2% | +22.0% |
| 3Y | +85.4% | +158.2% | -72.8% | +19.9% |
| 5Y | +138.5% | +213.8% | -75.2% | +38.8% |
| All | +214.1% | +365.4% | -151.4% | +43.1% |
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