+44.4%
TECK vs USFD
+49.2%
-4.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -0.4% | +1.7% | -2.1% | -0.9% |
| 30D | -7.1% | +10.2% | -17.3% | -9.2% |
| 3M | -5.5% | -1.5% | -4.0% | -5.6% |
| 6M | -9.7% | +27.3% | -37.1% | -15.0% |
| YTD | +26.3% | +44.0% | -17.7% | +8.7% |
| 1Y | +44.4% | +50.4% | -6.0% | +21.2% |
| All | +44.4% | +49.2% | -4.8% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling